1

假设我有两个数据框。

第一个包括“名称”为“ID”发出“Rec”的“Date”和“Rec”失效的“Stop.Date”。

df（仅一部分）

structure(list(Date = structure(c(13236, 13363, 14074, 13199, 
14554), class = "Date"), ID = c("AU0000XINAA9", "AU0000XINAA9", 
"AU0000XINAC5", "AU0000XINAI2", "AU0000XINAJ0"), Name = c("N+1 BREWIN", 
"N+1 BREWIN", "ARBUTHNOT SECURITIES LTD.", "INVESTEC BANK (UK) PLC", 
"AWRAQ INVESTMENTS"), Rec = c(1, 2, 2, 2, 1), Stop.Date = structure(c(13363, 
13509, 14937, 13230, 16702), class = "Date")), .Names = c("Date", 
"ID", "Name", "Rec", "Stop.Date"), class = c("data.table", "data.frame"
), row.names = c(NA, -5L))

第二个数据帧只包含一个时间序列：假设在这种情况下从 2006 年 3 月 29 日到 2006 年底。

df2

      Date1
  1: 2006-02-20
  2: 2006-02-21
  3: 2006-02-22
  4: 2006-02-23
  5: 2006-02-24
 ---           
311: 2006-12-27
312: 2006-12-28
313: 2006-12-29
314: 2006-12-30
315: 2006-12-31

现在，如果 df2 中的“Date1”变量在时间范围内（直到 Stop.Date 的日期），我希望我的代码将所有由 ID 和名称组合的“Rec”相加

我发现这篇文章R - 如果日期在范围内，则求和，它似乎非常接近我的问题，但解决方案不考虑任何组。

我想提出一个data.frame，其中对于df2中的每个日期，都会显示每个“ID”的“REC”总和。

预期输出，例如

        Date1         ID          SumRec 

    1 2006-02-20 AU0000XINAI2        2
    2 2006-02-21 AU0000XINAI2        2
...
    4 2006-03-29 AU0000XINAA9        1
    5 2006-03-30 AU0000XINAA9        1
    6 2006-08-03 AU0000XINAA9        2  # since Date1 2006-08-03 is at the end 
                                          of range in df (row#1)-> it falls 
                                          within range in df (row#2) 
...

请记住，这只是数据的一小部分。通常，来自不同“名称”的每个“ID”存在更多的 Recs。（那么 sum 函数就有意义了）

非常感谢您提前提供的帮助。

更新后的版本

新数据框：

df

structure(list(Date = structure(c(9905, 10381, 10381, 10954, 
10584, 10632, 10778, 10520, 10631, 10905), class = "Date"), ID = c("BMG4593F1389", 
"BMG4593F1389", "BMG4593F1389", "BMG4593F1389", "BMG4593F1389", 
"BMG4593F1389", "BMG4593F1389", "BMG526551004", "BMG526551004", 
"BMG526551004"), Name = c("ING FM", "Permission Denied 128064", 
"Permission Denied 2880", "Permission Denied 2880", "Permission Denied 32", 
"Permission Denied 888", "Permission Denied 888", "Permission Denied 2880", 
"Permission Denied 2880", "Permission Denied 2880"), Rec = c(2, 
3, 2, 2, 3, 3, 3, 1, 3, 3), Stop.Date = structure(c(12095, 11232, 
10954, 11180, 11345, 10764, 11667, 10631, 10905, 11087), class = "Date")), .Names = c("Date", 
"ID", "Name", "Rec", "Stop.Date"), class = c("data.table", "data.frame"
), row.names = c(NA, -10L))

df2

structure(list(Date1 = structure(c(10954, 10955, 10956, 10957, 
10958, 10959), class = "Date")), .Names = "Date1", row.names = c(NA, 
-6L), class = c("data.table", "data.frame"))

如果我现在执行以下代码：

> df=df[,interval := interval(df$Date, df$Stop.Date)]
> 
> df1 <- do.call(rbind, lapply(df2$Date1, function(x){   index <- x
> %within% df$interval;   list(ID = ifelse(any(index), df$ID[index],
> NA), Rec = ifelse(any(index), df$Rec[index], NA), 
>        Name = ifelse(any(index), df$Name[index], NA),interval = ifelse(any(index),df$interval[index],NA))})) 
> 
> df3 <- cbind(df2, df1)

我得出以下结果：

     Date1        ID        Rec  Name interval
1: 1999-12-29 BMG4593F1389   2 ING FM 189216000
2: 1999-12-30 BMG4593F1389   2 ING FM 189216000
3: 1999-12-31 BMG4593F1389   2 ING FM 189216000
4: 2000-01-01 BMG4593F1389   2 ING FM 189216000
5: 2000-01-02 BMG4593F1389   2 ING FM 189216000
6: 2000-01-03 BMG4593F1389   2 ING FM 189216000

但是由于例如df$ID“BMG4593F1389”的df2$Date1（“1999-12-29”）属于df中另外6个条目的日期范围（对于不同的df$Names）对于这个特定的df$date1，它应该是：

日期 1999-12-29 的预期结果（为简单起见，此处忽略 df3$interval 变量）

         Date1        ID        Rec         Name 
    1: 1999-12-29 BMG4593F1389   2   ING FM 
    2: 1999-12-29 BMG4593F1389   3   Permission Denied 128064 
    3: 1999-12-29 BMG4593F1389   2   Permission Denied 2880
    4: 1999-12-29 BMG4593F1389   3   Permission Denied 32
    5: 1999-12-29 BMG4593F1389   3   Permission Denied 888

    6: 1999-12-29 BMG5265510042  3   Permission Denied 2880

    7: 1999-12-30 BMG4593F1389   2   ING FM
... etc

所以最后我需要复制 df$Date1 中的日期，如果有多个名称为特定的 df$ID 发出 Rec，该特定 df$ID 落在相应的日期范围内。

有人可以帮我吗？

4

1 回答 1

1

如果我正确理解了问题的更新版本，则可以使用非 equi 连接和后续聚合来解决：

library(data.table)
# non-equi join
df[df2, on = .(Date <= Date1, Stop.Date > Date1), allow = TRUE][
  # aggregation
  , .(sumRec = sum(Rec)), by = .(Date, ID, Name)]

          Date           ID                     Name sumRec
 1: 1999-12-29 BMG4593F1389                   ING FM      2
 2: 1999-12-29 BMG4593F1389 Permission Denied 128064      3
 3: 1999-12-29 BMG4593F1389   Permission Denied 2880      2
 4: 1999-12-29 BMG4593F1389     Permission Denied 32      3
 5: 1999-12-29 BMG4593F1389    Permission Denied 888      3
 6: 1999-12-29 BMG526551004   Permission Denied 2880      3
 7: 1999-12-30 BMG4593F1389                   ING FM      2
 8: 1999-12-30 BMG4593F1389 Permission Denied 128064      3
 9: 1999-12-30 BMG4593F1389   Permission Denied 2880      2
10: 1999-12-30 BMG4593F1389     Permission Denied 32      3
11: 1999-12-30 BMG4593F1389    Permission Denied 888      3
12: 1999-12-30 BMG526551004   Permission Denied 2880      3
13: 1999-12-31 BMG4593F1389                   ING FM      2
14: 1999-12-31 BMG4593F1389 Permission Denied 128064      3
15: 1999-12-31 BMG4593F1389   Permission Denied 2880      2
16: 1999-12-31 BMG4593F1389     Permission Denied 32      3
17: 1999-12-31 BMG4593F1389    Permission Denied 888      3
18: 1999-12-31 BMG526551004   Permission Denied 2880      3
19: 2000-01-01 BMG4593F1389                   ING FM      2
20: 2000-01-01 BMG4593F1389 Permission Denied 128064      3
21: 2000-01-01 BMG4593F1389   Permission Denied 2880      2
22: 2000-01-01 BMG4593F1389     Permission Denied 32      3
23: 2000-01-01 BMG4593F1389    Permission Denied 888      3
24: 2000-01-01 BMG526551004   Permission Denied 2880      3
25: 2000-01-02 BMG4593F1389                   ING FM      2
26: 2000-01-02 BMG4593F1389 Permission Denied 128064      3
27: 2000-01-02 BMG4593F1389   Permission Denied 2880      2
28: 2000-01-02 BMG4593F1389     Permission Denied 32      3
29: 2000-01-02 BMG4593F1389    Permission Denied 888      3
30: 2000-01-02 BMG526551004   Permission Denied 2880      3
31: 2000-01-03 BMG4593F1389                   ING FM      2
32: 2000-01-03 BMG4593F1389 Permission Denied 128064      3
33: 2000-01-03 BMG4593F1389   Permission Denied 2880      2
34: 2000-01-03 BMG4593F1389     Permission Denied 32      3
35: 2000-01-03 BMG4593F1389    Permission Denied 888      3
36: 2000-01-03 BMG526551004   Permission Denied 2880      3
          Date           ID                     Name sumRec

请注意，我df在structure(...)直接使用时遇到了一个奇怪的错误消息。调用后错误消息消失了

df <- as.data.table(df)

解释

我被要求解释非 equi 连接是如何工作的。非等连接是连接的扩展data.table。data.table是一个增强基础 R 的包data.frame。

在这里，我们右连接df2with df，也就是说，我们希望在结果中看到所有df2与 with 匹配的行，但确切地说，df只有那些Date1(from df2) 位于Date和Stop.Date(from df)之间的行。Date <= Date1 < Stop.Date由于有很多可能的匹配项，我们需要使用allow.cartesian = TRUE.

在用户端有一段Arun 的演讲视频！2016 年国际 R 用户会议介绍了使用 data.table 进行高效内存非等值连接。

于 2018-04-05T13:28:11.923 回答