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<p class="MsoNormal">How do I execute a rolling join when one table has groups, and the other does not? For example:<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">x.dt <- as.data.table(<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New""> expand.grid(date = seq(as.Date("2017-01-01"), as.Date("2017-12-31"), "days"),<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New""> group = c("A", "B")<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New""> )<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">x.dt[, x := rnorm(.N)]<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">setkey(x.dt, group, date)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">y.dt <- data.table(date = seq(as.Date("2017-01-01"), as.Date("2017-12-31"), "months"))<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">y.dt[, y := month(date)]<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">setkey(y.dt, date)<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New""><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">result <- y.dt[x.dt, roll = TRUE]<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">The last line fails because “group” is part of the key in x.dt, but not y.dt:<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="font-family:"Courier New"">Error in bmerge(i, x, leftcols, rightcols, io, xo, roll, rollends, nomatch, :
<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-family:"Courier New""> typeof x.date (double) != typeof i.group (integer)<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">I would like the value of y in each row of the result to be the month number (from y.dt), regardless of the value of the group column.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">Thanks.<o:p></o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal">- Elliot<span style="font-size:10.0pt"><o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
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