[datatable-help] Rolling Join With Groups in One Table

[Frank Erickson]

You mean

x.dt[, y := y.dt[.SD, on=.(date), roll=TRUE, x.y]]

?

On Wed, Feb 14, 2018 at 3:18 PM, Bernstein, Elliot J <
EJBernstein at wellington.com> wrote:

> How do I execute a rolling join when one table has groups, and the other
> does not? For example:
>
>
>
> x.dt <- as.data.table(
>
>   expand.grid(date = seq(as.Date("2017-01-01"), as.Date("2017-12-31"),
> "days"),
>
>               group = c("A", "B")
>
>   )
>
> )
>
> x.dt[, x := rnorm(.N)]
>
> setkey(x.dt, group, date)
>
>
>
> y.dt <- data.table(date = seq(as.Date("2017-01-01"),
> as.Date("2017-12-31"), "months"))
>
> y.dt[, y := month(date)]
>
> setkey(y.dt, date)
>
>
>
> result <- y.dt[x.dt, roll = TRUE]
>
>
>
> The last line fails because “group” is part of the key in x.dt, but not
> y.dt:
>
>
>
> Error in bmerge(i, x, leftcols, rightcols, io, xo, roll, rollends,
> nomatch,  :
>
>   typeof x.date (double) != typeof i.group (integer)
>
>
>
> 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.
>
>
>
> Thanks.
>
>
>
> - Elliot
>
>
>
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