我有一個很大的數據幀x與股票價格特定的日期。我想將這個數據集與一個日期變量合併,然後填入最後一個已知的x,直到下一個有效日期,以便我得到數據框z。下面的例子顯示了一個股票的情況。填寫沒有循環的值
我正在使用一個循環,但過程非常緩慢,因爲我有五到十年的每日數據和數千股票。
有沒有其他的方法?在Matlab中,相同的代碼運行得更快。
重要將是我還可以使用比簡單is.na替代狀態(z [噸,2] == TRUE條件
下面是示例:
> x=data.frame(c("2015-05-31","2015-06-30","2015-07-31"),c(100,200,150))
> colnames(x)=c("Date","AAPL")
> x[,1]=as.Date(x[,1],origin="1970-01-01")
>
> x
Date AAPL
1 2015-05-31 100
2 2015-06-30 200
3 2015-07-31 150
>
> date=data.frame(c("2015-05-31","2015-06-01","2015-06-02","2015-06-03","2015-06-04","2015-06-05","2015-06-06","2015-06-07","2015-06-08","2015-06-09","2015-06-10","2015-06-11","2015-06-12","2015-06-13","2015-06-14","2015-06-15","2015-06-16","2015-06-17","2015-06-18","2015-06-19","2015-06-20","2015-06-21","2015-06-22","2015-06-23","2015-06-24","2015-06-25","2015-06-26","2015-06-27","2015-06-28","2015-06-29","2015-06-30","2015-07-01","2015-07-02","2015-07-03","2015-07-04","2015-07-05","2015-07-06","2015-07-07","2015-07-08","2015-07-09","2015-07-10","2015-07-11","2015-07-12","2015-07-13","2015-07-14","2015-07-15","2015-07-16","2015-07-17","2015-07-18","2015-07-19","2015-07-20","2015-07-21","2015-07-22","2015-07-23","2015-07-24","2015-07-25","2015-07-26","2015-07-27","2015-07-28","2015-07-29","2015-07-30","2015-07-31"))
> colnames(date)=c("Date")
> date[,1]=as.Date(date[,1],origin="1970-01-01")
>
> date
Date
1 2015-05-31
2 2015-06-01
3 2015-06-02
29 ...
30 2015-06-29
31 2015-06-30
32 2015-07-01
33 2015-07-02
>
> z=merge(x=x, y=date, by.x="Date", by.y="Date",all.y=TRUE)
>
>
> #Converting x to a data matrix speeds up the loop
> z=data.matrix(z)
>
> for (t in 1:nrow(z)) {
+ if (is.na(z[t,2]==TRUE)){
+ z[t,2]=z[t-1,2]
+ } else if (is.na(z[t,2]==TRUE)){
+ z[t,2]=z[t,2]
+ }
+ }
>
> z=as.data.frame(z)
> z[,1]=as.Date(z[,1],origin="1970-01-01")
>
> z
Date AAPL
1 2015-05-31 100
2 2015-06-01 100
3 2015-06-02 100
29 ...
30 2015-06-29 100
31 2015-06-30 200
32 2015-07-01 200
33 2015-07-02 200
我更喜歡這個解決方案,因爲它速度快,它使用base R.這裏提出的其他解決方案也可以工作。非常感謝您的文章! – fuji2015