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

[Bernstein, Elliot J]

Frank –

Thank you very much for your help.

That works, but unfortunately I don’t understand why. I’ve been searching the package help and vignettes, but haven’t found an explanation. Is this syntax documented somewhere? (Nearly everything about that line is a mystery to me: What does it mean to use .SD in the i argument to DT[]? What is “on = .(date) doing? And how is “x.y” apparently referring to column “y” of y.dt?)

Thanks.

- Elliot

From: Frank Erickson [mailto:by.hook.or at gmail.com]
Sent: Wednesday, February 14, 2018 3:27 PM
To: Bernstein, Elliot J
Cc: datatable-help at lists.r-forge.r-project.org
Subject: Re: [datatable-help] Rolling Join With Groups in One Table

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<mailto: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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