合并面板数据以获得平衡的面板数据

Merge Panel data to get balanced panel data

我有几个面板数据形式的数据框。现在我想将这些面板数据框合并为一个面板数据。这些数据帧之间有共同点和不同点。我举例说明如下:

df1:

Month   variable    Beta1   Beta2   Beta3   Beta4   Beta5   Beta6
Jan-05     A        1       2       3       4       5       6
Feb-05     A        2       3       4       5       6       7
Mar-05     A        3       4       5       6       7       8
Apr-05     A        4       5       6       7       8       9
May-05     A        5       6       7       8       9       10
Jun-05     A        6       7       8       9      10       11
Jul-05     A        7       8       9       10     11       12
Aug-05     A        8       9       10      11     12       13
Sep-05     A        9       10      11      12     13       14
Oct-05     A       10       11      12      13     14       15
Nov-05     A       11       12      13      14     15       16
Dec-05     A       12       13      14      15     16       17
Jan-05     B       12       12      12      12     12       12
Feb-05     B       12       12      12      12     12       12
Mar-05     B       12       12      12      12     12       12
Apr-05     B       12       12      12      12     12       12
May-05     B       12       12      12      12     12       12
Jun-05     B       12       12      12      12     12       12
Jul-05     B       12       12      12      12     12       12
Aug-05     B       12       12      12      12     12       12
Sep-05     B       12       12      12      12     12       12
Oct-05     B       12       12      12      12     12       12
Nov-05     B       12       12      12      12     12       12
Dec-05     B       12       12      12      12     12       12

df2:

Month   variable    Beta1   Beta2   Beta3   Beta4   Beta5   Beta6
Jan-06     A        1       2       3       4       5       6
Feb-06     A        2       3       4       5       6       7
Mar-06     A        3       4       5       6       7       8
Apr-06     A        4       5       6       7       8       9
May-06     A        5       6       7       8       9       10
Jun-06     A        6       7       8       9      10       11
Jul-06     A        7       8       9       10     11       12
Aug-06     A        8       9       10      11     12       13
Sep-06     A        9       10      11      12     13       14
Oct-06     A       10       11      12      13     14       15
Nov-06     A       11       12      13      14     15       16
Dec-06     A       12       13      14      15     16       17
Jan-06     C       12       12      12      12     12       12
Feb-06     C       12       12      12      12     12       12
Mar-06     C       12       12      12      12     12       12
Apr-06     C       12       12      12      12     12       12
May-06     C       12       12      12      12     12       12
Jun-06     C       12       12      12      12     12       12
Jul-06     C       12       12      12      12     12       12
Aug-06     C       12       12      12      12     12       12
Sep-06     C       12       12      12      12     12       12
Oct-05     C       12       12      12      12     12       12
Nov-05     C       12       12      12      12     12       12
Dec-05     C       12       12      12      12     12       12

期望的输出如下,我想合并面板数据帧,使每个变量按慢性排列,如果数据不能一年,那么它在 Beta1、Beta2 等下有 NA。

 Month  variable    Beta1   Beta2   Beta3   Beta4   Beta5   Beta6
Jan-05    A            1    2       3       4       5        6
Feb-05    A            2    3       4       5       6        7
Mar-05    A            3    4       5       6       7        8
Apr-05    A            4    5       6       7       8        9
May-05    A            5    6       7       8       9       10
Jun-05    A            6    7       8       9       10      11
Jul-05    A            7    8       9       10      11      12
Aug-05    A            8    9       10      11      12      13
Sep-05    A            9    10      11      12      13      14
Oct-05    A            10   11      12      13      14      15
Nov-05    A            11   12      13      14      15      16
Dec-05    A            12   13      14      15      16      17
Jan-06    A            1    2        3       4       5      6
Feb-06    A            2    3        4       5       6      7
Mar-06    A            3    4        5       6       7      8
Apr-06    A            4    5        6       7       8      9
May-06    A            5    6        7       8       9     10
Jun-06    A            6    7        8       9       10    11
Jul-06    A            7    8        9      10       11    12
Aug-06    A            8    9        10     11       12    13
Sep-06    A            9    10       11     12       13    14
Oct-06    A           10    11      12      13       14    15
Nov-06    A           11    12      13      14       15    16
Dec-06    A           12    13      14      15       16    17
Jan-05    B           12    12      12      12       12    12
Feb-05    B           12    12      12      12       12    12
Mar-05    B           12    12      12      12       12    12
Apr-05    B           12    12      12      12       12    12
May-05    B           12    12      12      12       12    12
Jun-05    B           12    12      12      12       12    12
Jul-05    B           12    12      12      12       12    12
Aug-05    B           12    12      12      12       12    12
Sep-05    B           12    12      12      12       12    12
Oct-05    B           12    12      12      12       12    12
Nov-05    B           12    12      12      12       12    12
Dec-05    B           12    12      12      12       12    12
Jan-06    B           NA    NA      NA      NA       NA    NA
Feb-06    B           NA    NA      NA      NA       NA    NA
Mar-06    B           NA    NA      NA      NA       NA    NA
Apr-06    B           NA    NA      NA      NA       NA    NA
May-06    B           NA    NA      NA      NA       NA    NA
Jun-06    B           NA    NA      NA      NA       NA    NA
Jul-06    B           NA    NA      NA      NA       NA    NA
Aug-06    B           NA    NA      NA      NA       NA    NA
Sep-06    B           NA    NA      NA      NA       NA    NA
Oct-06    B           NA    NA      NA      NA       NA    NA
Nov-06    B           NA    NA      NA      NA       NA    NA
Dec-06    B           NA    NA      NA      NA       NA    NA
Jan-05    C           NA    NA      NA      NA       NA    NA
Feb-05    C           NA    NA      NA      NA       NA    NA
Mar-05    C           NA    NA      NA      NA       NA    NA
Apr-05    C           NA    NA      NA      NA       NA    NA
May-05    C           NA    NA      NA      NA       NA    NA
Jun-05    C           NA    NA      NA      NA       NA    NA
Jul-05    C           NA    NA      NA      NA       NA    NA
Aug-05    C           NA    NA      NA      NA       NA    NA
Sep-05    C           NA    NA      NA      NA       NA    NA
Oct-05    C           NA    NA      NA      NA       NA    NA
Nov-05    C           NA    NA      NA      NA       NA    NA
Dec-05    C           NA    NA      NA      NA       NA    NA
Jan-06    C           12    12      12      12       12    12
Feb-06    C           12    12      12      12       12    12
Mar-06    C           12    12      12      12       12    12
Apr-06    C           12    12      12      12       12    12
May-06    C           12    12      12      12       12    12
Jun-06    C           12    12      12      12       12    12
Jul-06    C           12    12      12      12       12    12
Aug-06    C           12    12      12      12       12    12
Sep-06    C           12    12      12      12       12    12
Oct-06    C           12    12      12      12       12    12
Nov-06    C           12    12      12      12       12    12
Dec-06    C           12    12      12      12       12    12

正如我之前提到的,我有几个数据框并将它们合并可能会产生十万行,因此我可以解决内存和 space 问题。非常感谢您的帮助。

有一个功能。将数据框与 rbind 合并。然后使用complete。它将查看 variable 中的组并用缺失值填充任何组:

library(tidyr)
df3 <- do.call(rbind.data.frame, list(df1, df2))
df3$Month <- as.character(df3$Month)
df4 <- complete(df3, Month, variable)
df4$Month <- as.yearmon(df4$Month, "%b %Y")
df5 <- df4[order(df4$variable,df4$Month),]
df5
# Source: local data frame [72 x 8]
# 
#       Month variable Beta1 Beta2 Beta3 Beta4 Beta5 Beta6
#      (yrmn)   (fctr) (int) (int) (int) (int) (int) (int)
# 1  Jan 2005        A     1     2     3     4     5     6
# 2  Feb 2005        A     2     3     4     5     6     7
# 3  Mar 2005        A     3     4     5     6     7     8
# 4  Apr 2005        A     4     5     6     7     8     9
# 5  May 2005        A     5     6     7     8     9    10
# 6  Jun 2005        A     6     7     8     9    10    11
# 7  Jul 2005        A     7     8     9    10    11    12
# 8  Aug 2005        A     8     9    10    11    12    13
# 9  Sep 2005        A     9    10    11    12    13    14
# 10 Oct 2005        A    10    11    12    13    14    15
# ..      ...      ...   ...   ...   ...   ...   ...   ...

使用 dplyr & tidyr 的替代实现:

library(dplyr)
library(tidyr)

df3 <- bind_rows(df1, df2) %>% 
  complete(Month, variable)

当速度和内存成为问题时,有两种备选方案,尤其是 data.table 备选方案:

基础 R :

将数据帧绑定为一个:

df3 <- rbind(df1,df2)

创建一个包含 Monthvariableexpand.grid 的所有可能组合的参考数据框:

ref <- expand.grid(Month = unique(df3$Month), variable = unique(df3$variable))

将它们与 all.x=TRUE 合并在一起,这样您就可以确保缺失的组合用 NA 值填充:

merge(ref, df3, by = c("Month", "variable"), all.x = TRUE)

或者(感谢@PierreLafortune):

merge(ref, df3, by=1:2, all.x = TRUE)

data.table :

将数据帧与 'rbindlist' 绑定到一个 returns a 'data.table':

library(data.table)
DT <- rbindlist(list(df1,df2))

加入参考以确保所有组合都存在,缺失的组合用 NA 填充:

DT[CJ(Month, variable, unique = TRUE), on = c(Month="V1", variable="V2")]

一通电话:

DT <- rbindlist(list(df1,df2))[CJ(Month, variable, unique = TRUE), on = c(Month="V1", variable="V2")]

另一种方法是将 rbindlist 包装在 setkey 中,然后用 CJ 扩展(交叉连接):

DT <- setkey(rbindlist(list(df1,df2)), Month, variable)[CJ(Month, variable, unique = TRUE)]