如何将R中不等数据帧与缺失数据分开

时间:2016-01-01 16:08:37

标签: r dataframe division missing-data

我有两个具有不同尺寸的数据框。并希望划分两个数据帧。我的原始数据框有很大的数据。超过4000的列,所以,给每列的名称可能很麻烦。此外,如下所示,一个数据框中的列可能没有其他数据框中的相应列。列名A.SA是公司名称,S表示公司A的价格数据,A.V表示它是公司A。我的样本量从2000年到2014年是一个重要的细节。因此,如果公司a在2002年开始交易,它将在2000年和2001年获得NA。那么,我该如何解决这个问题呢。

df1<- S
         Date      A.S B.S  C.S
        01/01/2000  1   10  19
        02/01/2000  2   11  20
        03/01/2000  3   12  21
        04/01/2000  NA  13  22
        05/01/2000  NA  14  23
        06/01/2000  NA  NA  24
        07/01/2000  7   NA  25
        08/01/2000  8   NA  26
        09/01/2000  9   18  27
 The other dataframe 
df2<-V
    Date        A.V B.V
    01/01/2000  12  NA
    02/01/2000  12  NA
    03/01/2000  12  3
    04/01/2000  12  4
    05/01/2000  12  5
    06/01/2000  NA  6
    07/01/2000  NA  7
    08/01/2000  NA  8
    09/01/2000  NA  9

并希望获得如下所需的结果。 Ť

    df3<-df1/df2
 Date        A      B   C
01/01/2000  0.08    NA  NA
02/01/2000  0.17    NA  NA
03/01/2000  0.25    4   NA
04/01/2000  NA      3   NA
05/01/2000  NA      3   NA
06/01/2000  NA      NA  NA
07/01/2000  NA      NA  NA
08/01/2000  NA      NA  NA
09/01/2000  NA      2   NA

非常感谢您的帮助

2 个答案:

答案 0 :(得分:3)

有几种方法可以解决这个问题。一种方法是使用正则表达式对列名称进行同质化(我为此创建了“编辑&#39; -dataframes”,您可以使用原始数据执行此操作。

#edit column names
df1_edit <- df1
colnames(df1_edit) <- gsub("\\.S","",colnames(df1_edit))

df2_edit <- df2
colnames(df2_edit) <- gsub("\\.V","",colnames(df2_edit))

#create vector of all columns that need to be made, excluding 'Date'
all_cols <- unique(c(colnames(df1_edit)[-1],colnames(df2_edit)[-1]))

#create missing columns
df1_edit[,setdiff(all_cols,colnames(df1_edit))] <- NA
df2_edit[,setdiff(all_cols,colnames(df2_edit))] <- NA

#now divide the dataframes, using all_cols to ensure correct order (and thus division)
res <- cbind(Date=df1_edit$Date, df1_edit[,all_cols]/df2_edit[,all_cols])
> res
        Date          A         B  C
1 01/01/2000 0.08333333 10.000000 NA
2 02/01/2000 0.16666667  5.500000 NA
3 03/01/2000 0.25000000  4.000000 NA
4 04/01/2000 0.33333333  3.250000 NA
5 05/01/2000 0.41666667  2.800000 NA
6 06/01/2000 0.50000000  2.500000 NA
7 07/01/2000 0.58333333  2.285714 NA
8 08/01/2000 0.66666667  2.125000 NA
9 09/01/2000 0.75000000  2.000000 NA

另一种方法是进行一些数据整形。首先,我们将两个数据帧都转换为long并操纵变量&#39; -variable。然后我们合并(所有= T生成我们的NA&#39; s),划分并重塑为宽。

library(data.table)

df1_l <- melt(setDT(df1),id.var="Date", value.var="value.S")
df1_l$var <-gsub("\\.S","",df1_l$variable)
df2_l <- melt(setDT(df2), id.var="Date",value.var="value.V")
df2_l$var <-gsub("\\.V","",df2_l$variable)

df_merge <- merge(df1_l, df2_l, by=c("Date","var"),all=T)
df_merge$res <- df_merge$value.x/df_merge$value.y

res <- dcast(df_merge, Date~var,value.var="res")

> res
         Date          A         B  C
1: 01/01/2000 0.08333333 10.000000 NA
2: 02/01/2000 0.16666667  5.500000 NA
3: 03/01/2000 0.25000000  4.000000 NA
4: 04/01/2000 0.33333333  3.250000 NA
5: 05/01/2000 0.41666667  2.800000 NA
6: 06/01/2000 0.50000000  2.500000 NA
7: 07/01/2000 0.58333333  2.285714 NA
8: 08/01/2000 0.66666667  2.125000 NA
9: 09/01/2000 0.75000000  2.000000 NA

答案 1 :(得分:1)

使用相交和不同列的比较来考虑mapply路线:

# OBTAIN SAME/DIFFERENT COLUMNS USING REGEX FOR SUFFIX
samecols <- intersect(unlist(gsub("\\.*S$", "", names(df1)[2:ncol(df1)])), 
                      unlist(gsub("\\.*TURNOVER.BY.VOLUME$", "", names(df2)[2:ncol(df1)])))

diffcols <- setdiff(unlist(gsub("\\.*S$", "", names(df1))), 
                    unlist(gsub("\\.*TURNOVER.BY.VOLUME$", "", names(df2))))

# DEFINED DIV FUNCTION
divfct <- function(var1, var2){
            return (var1/var2)
          }

# MAPPLY USING DIV FUNCTION
fctresults <- as.data.frame(mapply(divfct, var1=df1[, paste0(samecols, ".S")],
                                   var2=df2[, paste0(samecols, "...TURNOVER.BY.VOLUME")]))

# MONTHLY DATES: 2000-2014
datelist <- lapply(1:12, function(m) {
                         lapply(2000:2014, function(y) paste(m, "1", y, sep="/"))
        })
datedf <- data.frame(Date=unlist(datelist))

# MERGE DATE AND DIV FUNCTION RESULTS
finaldf <- cbind(list(Date = df1[,c("Date")]), fctresults)
finaldf <- merge(datedf, finaldf, by="Date", all=TRUE)
finaldf$Date <- strptime(finaldf$Date, "%m/%d/%Y")     # CONVERT COLUMN TO DATE (POSIXlt)
finaldf <- finaldf[order(finaldf$Date),]               # RE-ORDER BY DATE (POSIXlt)
row.names(finaldf) <- 1:nrow(finaldf)                  # RESET ROW NAMES

for (i in diffcols) {
  finaldf[[i]] <- NA
}

# REMOVE TEMP OBJECTS
rm(i, diffcols, samecols, fctresults, divfct, datedf, datelist)