data.table 条件不等式加入

data.table conditional Inequality join

有两个示例数据集:

> aDT
   col1 col2 ExtractDate
1:    1    A  2017-01-01
2:    1    A  2016-01-01
3:    2    B  2015-01-01
4:    2    B  2014-01-01
> bDT
   col1 col2   date_pol Value
1:    1    A 2017-05-20     1
2:    1    A 2016-05-20     2
3:    1    A 2015-05-20     3
4:    2    B 2014-05-20     4

我需要:

> cDT
   col1 col2 ExtractDate   date_pol Value
1:    1    A  2017-01-01 2016-05-20     2
2:    1    A  2016-01-01 2015-05-20     3
3:    2    B  2015-01-01 2014-05-20     4
4:    2    B  2014-01-01         NA    NA

基本上,aDT left join bDT based on col1, col2 and ExtractDate >= date_pol,只保留第一个匹配(即最高date_pol)。 由于内存限制,不允许笛卡尔连接

注意: 生成示例数据集

aDT <- data.table(col1 = c(1,1,2,2), col2 = c("A","A","B","B"), ExtractDate = c("2017-01-01","2016-01-01","2015-01-01","2014-01-01"))
bDT <- data.table(col1 = c(1,1,1,2), col2 = c("A","A","A","B"), date_pol = c("2017-05-20","2016-05-20","2015-05-20","2014-05-20"), Value = c(1,2,3,4))
cDT <- data.table(col1 = c(1,1,2,2), col2 = c("A","A","B","B"), ExtractDate = c("2017-01-01","2016-01-01","2015-01-01","2014-01-01")
                  ,date_pol = c("2016-05-20","2015-05-20","2014-05-20",NA), Value = c(2,3,4,NA))


aDT[,ExtractDate := ymd(ExtractDate)]
bDT[,date_pol := ymd(date_pol)]
aDT[order(-ExtractDate)]
bDT[order(-date_pol)]

我试过:

aDT[, c("date_pol", "Value") :=
      bDT[aDT, 
          .(date_pol, Value)
          ,on = .(date_pol <= ExtractDate
                ,col1 = col1
                ,col2 = col2)
          ,mult = "first"]]

但是结果有点奇怪:

> aDT
   col1 col2 ExtractDate   date_pol Value ##date_pol values not right
1:    1    A  2017-01-01 2017-01-01     2
2:    1    A  2016-01-01 2016-01-01     3
3:    2    B  2015-01-01 2015-01-01     4
4:    2    B  2014-01-01 2014-01-01    NA

当 i 是一个 data.table 时,可以使用前缀 i. 在 j 中引用 i 的列,例如 X[Y, .(val, i.val)]。这里 val 指的是 X 的列和 i.val Y 的列。现在可以使用前缀 x 引用 x 的列。并且在连接期间特别有用以引用 x 的连接列,否则它们会被 i 屏蔽。例如,X[Y, .(x.a-i.a, b), on="a"].

bDT[aDT, .(col1, col2, i.ExtractDate, x.date_pol, Value),
    on = .(date_pol <= ExtractDate, col1 = col1, col2 = col2), 
    mult = "first"]

输出

   col1 col2 i.ExtractDate x.date_pol Value
1:    1    A    2017-01-01 2016-05-20     2
2:    1    A    2016-01-01 2015-05-20     3
3:    2    B    2015-01-01 2014-05-20     4
4:    2    B    2014-01-01       <NA>    NA

我喜欢您自己采用的方法:没有明确提及左联接中的列。如果您在联接的左侧有很多列,这将非常有用,因此您不必全部指定它们。

您唯一需要做的就是使用前缀 x。

aDT[, c("date_pol", "Value") := bDT[aDT, on = .(date_pol <= ExtractDate, col1, col2), 
    mult = "first", .(x.date_pol, x.Value)]]

输出:

   col1 col2 ExtractDate   date_pol Value
1:    1    A  2017-01-01 2016-05-20     2
2:    1    A  2016-01-01 2015-05-20     3
3:    2    B  2015-01-01 2014-05-20     4
4:    2    B  2014-01-01       <NA>    NA