Merge several data frames on two common columns

Question

I've seen some questions about merging csv files into one data frame. What if the data frames are already in the workspace. I have five wide zoos that I cast as data frames, then melt. Here's the head of one:

> head(df.mon.ssf.ret)
      date variable value
1 2009.000     AA1C    NA
2 2009.083     AA1C    NA
3 2009.167     AA1C    NA
4 2009.250     AA1C    NA
5 2009.333     AA1C    NA
6 2009.417     AA1C    NA

I could merge these on "date" and "variable" with a series of nested merges, but that seems clumsy. Is there a more programmatic way to merge?

If I feel confident that the columns are in the same order in all of the zoos, can I feel confident that melt maintains that ordering and use cbind? Thanks!

Update:

There's something I'm missing about the usage philosophy of melt. Here's what happens when I merge as a zoo and melt as a very wide data frame using three of the zoos:

> temp <- merge(z.ssf.oi, z.ssf.oig, z.ssf.ret)
> class(temp)
[1] "zoo"
> temp2 <- cbind(index(temp), as.data.frame(temp))
> class(temp2)
[1] "data.frame"
> names(temp2)[1] <- "date"
> dim(temp2)
[1]   12 1204
> temp3 <- melt(temp2, id="date")
Error in data.frame(ids, variable, value) : 
  arguments imply differing number of rows: 12, 14436
> head(temp2)[, 1:5]
             date AA1C.z.ssf.oi AAPL1C.z.ssf.oi ABT1C.z.ssf.oi ABX1C.z.ssf.oi
Jan 2009 Jan 2009      1895.800        49191.25             NA             NA
Feb 2009 Feb 2009      1415.579        42650.26             NA        6267.96
Mar 2009 Mar 2009      1501.398        36712.20             NA       11581.65
Apr 2009 Apr 2009      1752.936        74376.27             NA       12168.29
May 2009 May 2009      1942.874        96307.30             NA       13490.60
Jun 2009 Jun 2009            NA        79170.70             NA       16337.21

Update 2: Thanks for the help! Here's a very manual solution

> A <- cbind(index(z.ssf.oi), as.data.frame(z.ssf.oi))
> names(A)[1] <- "date"
> B <- cbind(index(z.ssf.oig), as.data.frame(z.ssf.oig))
> names(B)[1] <- "date"
> C <- cbind(index(z.ssf.ret), as.data.frame(z.ssf.ret))
> names(C)[1] <- "date"
> A.melt <- melt(A, id="date")
> head(A.melt)
      date variable value
1 Jan 2009      A1C    NA
2 Feb 2009      A1C    NA
3 Mar 2009      A1C    NA
4 Apr 2009      A1C    NA
5 May 2009      A1C    NA
6 Jun 2009      A1C    NA
> B.melt <- melt(B, id="date")
> C.melt <- melt(C, id="date")
> ans <- merge(merge(A.melt, B.melt, by=c("date", "variable")), C.melt, by=c("date", "variable"))
> names(ans)[3:5] <- c("oi", "oig", "ret")
> head(ans)
      date variable       oi       oig         ret
1 Apr 2009      A1C       NA        NA          NA
2 Apr 2009     AA1C       NA        NA          NA
3 Apr 2009   AAPL1C 59316.88 0.3375786 0.008600073
4 Apr 2009    ABB1C       NA        NA          NA
5 Apr 2009    ABT1C       NA        NA          NA
6 Apr 2009    ABX1C       NA        NA          NA

(and the NAs are from an incomplete dataset at home and needing the dial in the filtering from my database)

Update 3: Here are some dputs (I took the [1:10, 1:10] subset of each wide zoo and converted to data frames)

> dput(A)
structure(list(group = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 1L), class = "factor", .Label = "oi"), date = structure(c(2009, 
2009.08333333333, 2009.16666666667, 2009.25, 2009.33333333333, 
2009.41666666667, 2009.5, 2009.58333333333, 2009.66666666667, 
2009.75), class = "yearmon"), AA1C = c(NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
), AAPL1C = c(49226.391, 42662.1589473684, 35354.4254545455, 
57161.6495238095, 84362.895, NA, NA, 47011.8519047619, 57852.2171428571, 
33058.0090909091), ABT1C = c(NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), 
    ABX1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
    NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ACE1C = c(NA_real_, 
    NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
    NA_real_, NA_real_, NA_real_), ACI1C = c(NA_real_, NA_real_, 
    NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
    NA_real_, NA_real_), ACS1C = c(NA_real_, NA_real_, NA_real_, 
    NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
    NA_real_), ADBE1C = c(NA_real_, NA_real_, NA_real_, NA_real_, 
    NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
    ), ADCT1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
    NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ADI1C = c(NA_real_, 
    NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
    NA_real_, NA_real_, NA_real_)), .Names = c("group", "date", 
"AA1C", "AAPL1C", "ABT1C", "ABX1C", "ACE1C", "ACI1C", "ACS1C", 
"ADBE1C", "ADCT1C", "ADI1C"), row.names = c("Jan 2009", "Feb 2009", 
"Mar 2009", "Apr 2009", "May 2009", "Jun 2009", "Jul 2009", "Aug 2009", 
"Sep 2009", "Oct 2009"), class = "data.frame")
> dput(B)
structure(list(group = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 1L), class = "factor", .Label = "oig"), date = structure(c(2009.08333333333, 
2009.16666666667, 2009.25, 2009.33333333333, 2009.41666666667, 
2009.5, 2009.58333333333, 2009.66666666667, 2009.75, 2009.83333333333
), class = "yearmon"), AA1C = c(NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
), AAPL1C = c(-0.143117562125788, -0.187888745830302, 0.480459636485712, 
0.389244461579155, NA, NA, NA, 0.207492040517069, -0.559627909130612, 
NA), ABT1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ABX1C = c(NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_), ACE1C = c(NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
), ACI1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ACS1C = c(NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_), ADBE1C = c(NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
), ADCT1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ADI1C = c(NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_)), .Names = c("group", "date", "AA1C", "AAPL1C", 
"ABT1C", "ABX1C", "ACE1C", "ACI1C", "ACS1C", "ADBE1C", "ADCT1C", 
"ADI1C"), row.names = c("Feb 2009", "Mar 2009", "Apr 2009", "May 2009", 
"Jun 2009", "Jul 2009", "Aug 2009", "Sep 2009", "Oct 2009", "Nov 2009"
), class = "data.frame")
> dput(C)
structure(list(group = structure(c(1L, 1L, 1L, 1L, 1L, 1L, 1L, 
1L, 1L, 1L), class = "factor", .Label = "ret"), date = structure(c(2009, 
2009.08333333333, 2009.16666666667, 2009.25, 2009.33333333333, 
2009.41666666667, 2009.5, 2009.58333333333, 2009.66666666667, 
2009.75), class = "yearmon"), AA1C = c(NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
), AAPL1C = c(-0.143117562125788, -0.187888745830302, 0.480459636485712, 
0.389244461579155, NA, NA, NA, 0.207492040517069, -0.559627909130612, 
NA), ABT1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ABX1C = c(NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_), ACE1C = c(NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
), ACI1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ACS1C = c(NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_), ADBE1C = c(NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_
), ADCT1C = c(NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_), ADI1C = c(NA_real_, 
NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, NA_real_, 
NA_real_, NA_real_)), .Names = c("group", "date", "AA1C", "AAPL1C", 
"ABT1C", "ABX1C", "ACE1C", "ACI1C", "ACS1C", "ADBE1C", "ADCT1C", 
"ADI1C"), row.names = c("Feb 2009", "Mar 2009", "Apr 2009", "May 2009", 
"Jun 2009", "Jul 2009", "Aug 2009", "Sep 2009", "Oct 2009", "Nov 2009"
), class = "data.frame")

Answer 1

You could try this. Untested since your example is not reproducible. Give us some dummy data for z.sfff.oi, z.sff.oig and z.sff.ret if you want a better answer. You can use dput() to generate code for a reproducible dataset.

A <- data.frame(Group = "oi", date = as.factor(index(z.ssf.oi),) as.data.frame(z.ssf.oi)))
B <- data.frame(Group = "oig", date = as.factor(index(z.ssf.oig)), as.data.frame(z.ssf.oig)))
C <- data.frame(Group = "ret", date = as.factor(index(z.ssf.ret)), as.data.frame(z.ssf.ret)))
Long <- melt(rbind(A, B, C), id.vars = c("Group", "date")))
cast(date ~ Group, data = Long)