41

我有一个data.frame列“a”和“b”。我想添加名为“高”和“低”的列,其中包含列 a 和 b 中的最高和最低。

有没有办法在不循环数据帧中的行的情况下做到这一点?

编辑:这是针对 OHLC 数据的,因此高低列应包含同一行上 a 和 b 之间的最高和最低元素,而不是在整个列中。对不起,如果这措辞不好。

4

4 回答 4

48

听起来您正在寻找pmaxpmin(“平行”最大/最小):

Extremes                 package:base                  R Documentation

Maxima and Minima

Description:

     Returns the (parallel) maxima and minima of the input values.

Usage:

     max(..., na.rm = FALSE)
     min(..., na.rm = FALSE)

     pmax(..., na.rm = FALSE)
     pmin(..., na.rm = FALSE)

     pmax.int(..., na.rm = FALSE)
     pmin.int(..., na.rm = FALSE)

Arguments:

     ...: numeric or character arguments (see Note).

   na.rm: a logical indicating whether missing values should be
          removed.

Details:

     ‘pmax’ and ‘pmin’ take one or more vectors (or matrices) as
     arguments and return a single vector giving the ‘parallel’ maxima
     (or minima) of the vectors.  The first element of the result is
     the maximum (minimum) of the first elements of all the arguments,
     the second element of the result is the maximum (minimum) of the
     second elements of all the arguments and so on.  Shorter inputs
     are recycled if necessary.  ‘attributes’ (such as ‘names’ or
     ‘dim’) are transferred from the first argument (if applicable).
于 2011-04-08T07:07:39.407 回答
4

这是我使用Rcpp. 我pmin与我的版本相比,我的版本大约快了 3 倍。

library(Rcpp)

cppFunction("
  NumericVector min_vec(NumericVector vec1, NumericVector vec2) {
    int n = vec1.size();
    if(n != vec2.size()) return 0;
    else {
      NumericVector out(n);
      for(int i = 0; i < n; i++) {
        out[i] = std::min(vec1[i], vec2[i]);
      }
      return out;
    }
  }
")

x1 <- rnorm(100000)
y1 <- rnorm(100000)

microbenchmark::microbenchmark(min_vec(x1, y1))
microbenchmark::microbenchmark(pmin(x1, y1))

x2 <- rnorm(500000)
y2 <- rnorm(500000)

microbenchmark::microbenchmark(min_vec(x2, y2))
microbenchmark::microbenchmark(pmin(x2, y2))

100,000 个元素的microbenchmark函数输出为:

> microbenchmark::microbenchmark(min_vec(x1, y1))
Unit: microseconds
            expr     min       lq     mean  median       uq
 min_vec(x1, y1) 215.731 222.3705 230.7018 224.484 228.1115
     max neval
 284.631   100
> microbenchmark::microbenchmark(pmin(x1, y1))
Unit: microseconds
         expr     min       lq     mean  median      uq      max
 pmin(x1, y1) 891.486 904.7365 943.5884 922.899 954.873 1098.259
 neval
   100

对于 500,000 个元素:

> microbenchmark::microbenchmark(min_vec(x2, y2))
Unit: milliseconds
            expr      min       lq     mean   median       uq
 min_vec(x2, y2) 1.493136 2.008122 2.109541 2.140318 2.300022
     max neval
 2.97674   100
> microbenchmark::microbenchmark(pmin(x2, y2))
Unit: milliseconds
         expr      min       lq     mean   median       uq
 pmin(x2, y2) 4.652925 5.146819 5.286951 5.264451 5.445638
      max neval
 6.639985   100

所以你可以看到Rcpp版本更快。

您可以通过在函数中添加一些错误检查来使其变得更好,例如:检查两个向量的长度是否相同,或者它们是否具有可比性(不是字符与数字,或布尔与数字)。

于 2016-10-26T18:38:44.723 回答
0

如果您的 data.frame 名称是 dat。

dat$pmin <- do.call(pmin,dat[c("a","b")])
dat$pmax <- do.call(pmax,dat[c("a","b")])
于 2011-04-08T12:52:56.697 回答
0

另一种可能的解决方案:

set.seed(21)
Data <- data.frame(a=runif(10),b=runif(10))
Data$low <- apply(Data[,c("a","b")], 1, min)
Data$high <- apply(Data[,c("a","b")], 1, max)
于 2011-04-08T14:38:13.933 回答