Question

很抱歉，对于我们在R中尝试做的事情，你们可能会看到一个非常基本的问题。

我的数据是列表清单。

dataset 
$Series1
date      Value
2015-11-01 1.301
2015-11-02 6.016
2015-11-03 4.871
2015-11-04 10.925
2015-11-05 7.638

$Series2
date      Value
2015-11-01 1.532
2015-11-02 3.730
2015-11-03 6.910
2015-11-04 3.554
2015-11-05 2.631

关于如何转换成以下内容的任何想法？

datamatrix
date      Series1 Series2
2015-11-01 1.301  1.532
2015-11-02 6.016  3.730
2015-11-03 4.871  6.910
2015-11-04 10.925 3.554
2015-11-05 7.638  2.631

Answer 1

您可以使用Reduce合并时间序列

dataset = list(Series1=read.table(text="
date      Value
2015-11-01 1.301
2015-11-02 6.016
2015-11-03 4.871
2015-11-04 10.925
2015-11-05 7.638",header=TRUE,stringsAsFactors=FALSE),Series2=read.table(text="
date      Value
2015-11-01 1.532
2015-11-02 3.730
2015-11-03 6.910
2015-11-04 3.554
2015-11-05 2.631",header=TRUE,stringsAsFactors=FALSE))

mergeFun = function(x,y) merge(x,y,by="date") 

datamatrix = Reduce(mergeFun,dataset)
colnames(datamatrix) = c("date",names(dataset))

datamatrix
#       date Series1 Series2
# 2015-11-01   1.301   1.532
# 2015-11-02   6.016   3.730
# 2015-11-03   4.871   6.910
# 2015-11-04  10.925   3.554
# 2015-11-05   7.638   2.631

将xts库用于多个系列

我在数据集中添加了额外的列，并使用xts您可以执行以下操作

require(xts)

dataset = list(Series1=read.table(text="
date      Value
2015-11-01 1.301
2015-11-02 6.016
2015-11-03 4.871
2015-11-04 10.925
2015-11-05 7.638",header=TRUE,stringsAsFactors=FALSE),Series2=read.table(text="
date      Value
2015-11-01 1.532
2015-11-02 3.730
2015-11-03 6.910
2015-11-04 3.554
2015-11-05 2.631",header=TRUE,stringsAsFactors=FALSE),Series3=read.table(text="
date      Value
2015-11-01 1
2015-11-02 3
2015-11-03 6
2015-11-04 3
2015-11-05 2",header=TRUE,stringsAsFactors=FALSE),Series4=read.table(text="
date      Value
2015-11-01 1.1
2015-11-02 3.2
2015-11-03 6.3
2015-11-04 3.4
2015-11-05 2.5",header=TRUE,stringsAsFactors=FALSE))


datasetXTS = lapply(dataset,function(x) {
z=xts(x[,-1],order.by=as.Date(x[,1],format="%Y-%m-%d"));
colnames(z) = tail(colnames(x),1);
z 
})

datamatrix = Reduce(merge,datasetXTS)

datamatrix
#            Value Value.1 Value.2 Value.3
#2015-11-01  1.301   1.532       1     1.1
#2015-11-02  6.016   3.730       3     3.2
#2015-11-03  4.871   6.910       6     6.3
#2015-11-04 10.925   3.554       3     3.4
#2015-11-05  7.638   2.631       2     2.

系列已正确合并，但由于您在所有系列中都有相同的列名，因此会重复这些列。要解决此问题：

colnames(datamatrix) = names(dataset)

datamatrix
#           Series1 Series2 Series3 Series4
#2015-11-01   1.301   1.532       1     1.1
#2015-11-02   6.016   3.730       3     3.2
#2015-11-03   4.871   6.910       6     6.3
#2015-11-04  10.925   3.554       3     3.4
#2015-11-05   7.638   2.631       2     2.5

合并矩阵的列表列表

1 个答案: