R xts 和 data.table [英] R xts and data.table

问题描述

我可以像处理 data.frame 一样将 data.table 转换为 xts 对象:

I can convert a data.table to an xts object just as I do with a data.frame:

> df = data.frame(x = c("a", "b", "c", "d"), v = rnorm(4))
> dt = data.table(x = c("a", "b", "c", "d"), v = rnorm(4))
> xts(df, as.POSIXlt(c("2011-01-01 15:30:00", "2011-01-02 15:30:00", "2011-01-03 15:50:50", "2011-01-04 15:30:00")))
                    x   v           
2011-01-01 15:30:00 "a" "-1.2232283"
2011-01-02 15:30:00 "b" "-0.1654551"
2011-01-03 15:50:50 "c" "-0.4456202"
2011-01-04 15:30:00 "d" "-0.9416562"
> xts(dt, as.POSIXlt(c("2011-01-01 15:30:00", "2011-01-02 15:30:00", "2011-01-03 15:50:50", "2011-01-04 15:30:00")))
                    x   v           
2011-01-01 15:30:00 "a" " 1.3089579"
2011-01-02 15:30:00 "b" "-1.7681071"
2011-01-03 15:50:50 "c" "-1.4375100"
2011-01-04 15:30:00 "d" "-0.2467274"

在 xts 中使用 data.table 有什么问题吗?

Is there any issue in using data.table with xts?

推荐答案

只是为了解决一个悬而未决的问题.

Just to resolve an open question.

正如文森特在评论中指出的那样，这没有问题.

As Vincent point in the comment there is no issue about that.

它包含在 data.table 1.9.5 中.下面是类似的内容:

It is included in data.table 1.9.5. Below is the similar content:

as.data.table.xts <- function(x, keep.rownames = TRUE){
  stopifnot(requireNamespace("xts") || !missing(x) || xts::is.xts(x))
  r = setDT(as.data.frame(x), keep.rownames = keep.rownames)
  if(!keep.rownames) return(r[])
  setnames(r,"rn","index")
  setkeyv(r,"index")[]
}

as.xts.data.table <- function(x){
  stopifnot(requireNamespace("xts") || !missing(x) || is.data.table(x) || any(class(x[[1]] %in% c("POSIXct","Date"))))
  colsNumeric = sapply(x, is.numeric)[-1] # exclude first col, xts index
  if(any(!colsNumeric)){
    warning(paste("Following columns are not numeric and will be omitted:",paste(names(colsNumeric)[!colsNumeric],collapse=", ")))
  }
  r = setDF(x[,.SD,.SDcols=names(colsNumeric)[colsNumeric]])
  rownames(r) <- x[[1]]
  xts::as.xts(r)
}

这篇关于R xts 和 data.table的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！