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roll data.table both forwards and backwards simultaneously

Tags:

r

data.table

This is related to the previous question on SO: roll data.table with rollends

Given the data...

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")

I try to carry the weekly datapoints one day forward and backward ...

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

...but only the first roll join (forward) seems to work and roll=-1 is ignored:

           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

The same effect when I reverse the order:

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

I would like to achieve:

           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

EDIT: I am using the fresh data.table version 1.8.11, note session details:

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   

Thanks

like image 399
Daniel Krizian Avatar asked Oct 02 '22 18:10

Daniel Krizian


1 Answers

There is nothing to roll after the first join, each row in dt2 has a corresponding row in dt1[dt2, roll = .]. So just do the two rolls separately and combine them together, e.g.:

dt1[dt2, roll = 1][, ind := ifelse(is.na(ind), dt1[dt2, roll = -1]$ind, ind)]
like image 76
eddi Avatar answered Oct 07 '22 18:10

eddi