Question

这与之前关于SO的问题有关：roll data.table with rollends

鉴于数据......

library(data.table)

dt1 = data.table(Date=seq(from=as.Date("2013-01-03"),
                      to=as.Date("2013-06-27"), by="1 week"),
             key="Date")[, ind:=.I]
dt2 = data.table(Date=seq(from=as.Date("2013-01-01"),
                      to=as.Date("2013-06-30"), by="1 day"),
             key="Date")

我尝试提前一天带来每周数据点 ......

dt1[dt2, roll=1][dt2, roll=-1]

...但只有第一次滚动加入（转发）似乎有效且roll=-1被忽略：

           Date ind
  1: 2013-01-01  NA
  2: 2013-01-02  NA
  3: 2013-01-03   1
  4: 2013-01-04   1
  5: 2013-01-05  NA
 ---               
177: 2013-06-26  NA
178: 2013-06-27  26
179: 2013-06-28  26
180: 2013-06-29  NA
181: 2013-06-30  NA

当我颠倒订单时效果相同：

dt1[dt2, roll=-1][dt2, roll=1]

           Date ind
  1: 2013-01-01  NA
  2: 2013-01-02   1
  3: 2013-01-03   1
  4: 2013-01-04  NA
  5: 2013-01-05  NA
 ---               
177: 2013-06-26  26
178: 2013-06-27  26
179: 2013-06-28  NA
180: 2013-06-29  NA
181: 2013-06-30  NA

我想实现：

           Date ind
  1: 2013-01-01  NA
  2: 2013-01-02   1
  3: 2013-01-03   1
  4: 2013-01-04   1
  5: 2013-01-05  NA
 ---               
177: 2013-06-26  26
178: 2013-06-27  26
179: 2013-06-28  26
180: 2013-06-29  NA
181: 2013-06-30  NA

修改我使用的是新的 data.table版本1.8.11 ，请注意会话详细信息：

sessionInfo()

R version 3.0.0 (2013-04-03)
Platform: x86_64-w64-mingw32/x64 (64-bit)

locale:
[1] LC_COLLATE=English_United Kingdom.1252  LC_CTYPE=English_United Kingdom.1252   
[3] LC_MONETARY=English_United Kingdom.1252 LC_NUMERIC=C                           
[5] LC_TIME=English_United Kingdom.1252    

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] data.table_1.8.11

loaded via a namespace (and not attached):
[1] plyr_1.8       reshape2_1.2.2 stringr_0.6.2  tools_3.0.0

由于

Answer 1

第一次加入后无法滚动，dt2 中的每一行都有 dt1[dt2, roll = .]中的相应行。因此，只需将两个卷分开进行组合，例如：

dt1[dt2, roll = 1][, ind := ifelse(is.na(ind), dt1[dt2, roll = -1]$ind, ind)]

滚动data.table同时向前和向后

1 个答案: