我在加入两个df时遇到了麻烦，我相信由于有两个不同的对象而发生。这是我的第一个df：
head(df1)
ativo
dia BBAS3.SA ITSA4.SA PETR4.SA
2000-03-31 -0.16925030 0.04819535 0.02141427
2000-04-28 -0.04720254 -0.09236691 -0.09300770
2000-05-31 -0.06899136 -0.03948513 -0.02600493
class(df1)
#[1] "table"
这是我的第二个df：
head(df2)
SELIC
mar 2000 18.85
abr 2000 18.62
mai 2000 18.51
class(df2)
#[1] "xts" "zoo"
我试图合并它，但是我得到了：
df3 <- merge(df1, df2)
head(df3)
# dia ativo Freq SELIC
#1 2000-03-31 BBAS3.SA -0.16925030 18.85
#2 2000-04-28 BBAS3.SA -0.04720254 18.85
#3 2000-05-31 BBAS3.SA -0.06899136 18.85
而且我需要这个：
# ativo
#dia BBAS3.SA ITSA4.SA PETR4.SA SELIC
# 2000-03-31 -0.16925030 0.04819535 0.02141427 18.85
# 2000-04-28 -0.04720254 -0.09236691 -0.09300770 18.62
# 2000-05-31 -0.06899136 -0.03948513 -0.02600493 18.51
或此：
# ativo
#dia BBAS3.SA ITSA4.SA PETR4.SA SELIC
# mar 2000 -0.16925030 0.04819535 0.02141427 18.85
# abr 2000 -0.04720254 -0.09236691 -0.09300770 18.62
# mai 2000 -0.06899136 -0.03948513 -0.02600493 18.51
谢谢
dput格式的数据。
dput(head(df1, 20))
structure(c(-0.16925030161688, -0.0472025393643018, -0.0689913598242851,
0.141311262642138, -0.0315001304458658, -0.0145050751136923,
0.0145050751136922, -0.0678475025589349, -0.0260196172650772,
0, 0.0480340922090001, 0.282644671185294, -0.091151845340713,
0.00551488285057102, 0.173804037328355, -0.097043771073958, 0.201248689088215,
-0.0836092984613955, 0.0146170962005332, -0.193997015642139,
0.0481953506988029, -0.0923669055769145, -0.0394851266704161,
0.149348020700408, 0.0340890968099324, 0.0753055790307224, -0.0315784758872336,
-0.149705665792558, -0.00622308912309538, 0, 0.285026811426058,
-0.037199331538396, -0.108074213231234, -0.0558730868639311,
0.0826859194325133, 0.0812613806626518, 0, 0.00487103707074807,
-0.0600197798057272, -0.0804770853805181, 0.0214142733017596,
-0.0930076959239043, -0.0260049316189392, 0.262819819149602,
-0.151890530559808, 0.162839251757119, -0.0502434129983582, -0.0341645850441082,
-0.066119445873884, -0.0347751105378222, 0, 0.174537138064208,
0.00731111520881221, -0.156186459447952, 0.128301660685536, 0.113194988393825,
-0.102021552584886, 0.00369697765156146, 0.014652098503586, -0.0696419860052779,
-0.019803717564094, 0, 0.0444961639551652, 0.0730668010171692,
-0.0109530737239368, 0.0374915960907066, -0.0941194227900671,
0.0453306426927274, -0.173274373945029, 0.228535671136248, 0,
0.0923733553009261, -0.0400062320449435, 0.0101532578824621,
-0.0204079876556867, 0.0648597665063123, 0.0238683058395199,
-0.00378154015037378, -0.0288204487996149, -0.0157179109799149
), .Dim = c(20L, 4L), .Dimnames = list(dia = c("2000-03-31",
"2000-04-28", "2000-05-31", "2000-06-30", "2000-07-31", "2000-08-31",
"2000-09-29", "2000-10-31", "2000-11-30", "2000-12-28", "2000-12-29",
"2001-01-31", "2001-02-28", "2001-03-30", "2001-04-30", "2001-05-31",
"2001-06-29", "2001-07-31", "2001-08-31", "2001-09-28"), ativo = c("BBAS3.SA",
"ITSA4.SA", "PETR4.SA", "VALE3.SA")), class = "table")
dput(head(df2, 20))
structure(c(18.85, 18.62, 18.51, 18.04, 16.85, 16.52, 16.56,
16.6, 16.51, 16.19, 15.49, 15.2, 15.39, 16.02, 16.43, 17.28,
18.57, 19, 19.06, 19.06), class = c("xts", "zoo"), .indexCLASS = "yearmon", tclass = "yearmon", .indexTZ = "UTC", tzone = "UTC", index = structure(c(951868800,
954547200, 957139200, 959817600, 962409600, 965088000, 967766400,
970358400, 973036800, 975628800, 978307200, 980985600, 983404800,
986083200, 988675200, 991353600, 993945600, 996624000, 999302400,
1001894400), tzone = "UTC", tclass = "yearmon"), .Dim = c(20L,
1L), .Dimnames = list(NULL, "retorno"))
>
以下代码不会产生类"table"的对象，但它具有所需的格式。
library(xts)
library(tidyverse)
df1 %>%
as.data.frame() %>%
mutate(dia = as.Date(dia),
dia = as.yearmon(dia)) %>%
group_by(dia, ativo) %>%
summarise(Freq = sum(Freq)) %>%
ungroup() %>%
pivot_wider(
id_cols = dia,
names_from = ativo,
values_from = Freq
) %>%
left_join(df2 %>% cbind.data.frame(dia = index(.), .), by = "dia")