我有两张桌子需要做个总结。表1载有时间周期,即年底的年度和季度(即4
、8
、12
等)。表2载列了本年度的季度3
、6
、7
等交易。
我需要表3总结所有的交易在一年中,以便我得到累积的立场,在年底。
下面是一些示例代码来解释数据的外观和输出应该是什么样子:
library(data.table)
x1 <- data.table("Name" = "LOB1", "Year" = 2000,
"Quarter" = c(4, 8, 12, 16, 20, 24, 28, 32, 36))
x2 <- data.table("Name" = "LOB1", "Year" = 2000,
"Quarter" = c(3, 6, 7, 9, 11, 14, 16, 20, 24),
"Amount" = c(10000, 15000, -2500, 3500, -6500, 25000,
11000, 9000, 7500))
x3 <- data.table("Name" = "LOB1", "Year" = 2000,
"Quarter" = c(4, 8, 12, 16, 20, 24, 28, 32, 36),
"Amount" = c(10000, 22500, 19500, 55500, 64500, 72000,
72000, 72000, 72000))
我试过merge
,summarise
,foverlaps
,但都搞不清楚。
发布于 2017-01-16 20:12:40
问得好。基本上,您要做的是加入Name
、Year
和Quarter <= Quarter
,同时将所有匹配的Amount
值相加。这两种方法都可以使用新的非赤道联接(这是在data.table v-1.10.0的最新稳定版本中引入的)和foverlaps
(而后者可能是次优)。
非赤道联接:
x2[x1, # for each value in `x1` find all the matching values in `x2`
.(Amount = sum(Amount)), # Sum all the matching values in `Amount`
on = .(Name, Year, Quarter <= Quarter), # join conditions
by = .EACHI] # Do the summing per each match in `i`
# Name Year Quarter Amount
# 1: LOB1 2000 4 10000
# 2: LOB1 2000 8 22500
# 3: LOB1 2000 12 19500
# 4: LOB1 2000 16 55500
# 5: LOB1 2000 20 64500
# 6: LOB1 2000 24 72000
# 7: LOB1 2000 28 72000
# 8: LOB1 2000 32 72000
# 9: LOB1 2000 36 72000
另外,您可以轻松地将Amount
添加到x1
中(由@Frank提出):
x1[, Amount :=
x2[x1, sum(x.Amount), on = .(Name, Year, Quarter <= Quarter), by = .EACHI]$V1
]
如果不仅仅是表中的三个联接列,这可能更方便。
foverlaps:
您提到了foverlaps
,因此理论上也可以使用此函数实现相同的功能。虽然我担心你会很容易地从记忆中消失。使用foverlaps
,您将需要创建一个巨大的表,其中x2
中的每个值都多次连接到x1
中的每个值,并将所有内容存储在内存中。
x1[, Start := 0] # Make sure that we always join starting from Q0
x2[, Start := Quarter] # In x2 we want to join all possible rows each time
setkey(x2, Name, Year, Start, Quarter) # set keys
## Make a huge cartesian join by overlaps and then aggregate
foverlaps(x1, x2)[, .(Amount = sum(Amount)), by = .(Name, Year, Quarter = i.Quarter)]
# Name Year Quarter Amount
# 1: LOB1 2000 4 10000
# 2: LOB1 2000 8 22500
# 3: LOB1 2000 12 19500
# 4: LOB1 2000 16 55500
# 5: LOB1 2000 20 64500
# 6: LOB1 2000 24 72000
# 7: LOB1 2000 28 72000
# 8: LOB1 2000 32 72000
# 9: LOB1 2000 36 72000
https://stackoverflow.com/questions/41684012
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