Объединение определенных списков списков вместе в R - PullRequest
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Объединение определенных списков списков вместе в R

0 голосов
/ 21 ноября 2018

У меня есть список списков списков списков (я знаю, много списков, всего около 6000 DataFrames).Первый список определяет начальный месяц (с января по декабрь), второй - год (2002 - 2018), третий - различные сектора (например, основные товары для потребителя, всего 10), а последний - квантиль (С 1 по 5).
Для большей ясности: sector_prtf[["StartMonth"]][["Year"]][["Sector"]][["Quantile"]]
Вот пример того, как выглядят фреймы данных: 

sector_prtf[[1]][[1]][[1]][[1]]
              Growth quantile                 Sector
2002-01-31 0.2278331        1 Consumer Discretionary  

sector_prtf[[1]][[1]][[2]][[1]]
               Growth quantile           Sector
2002-01-31 0.09700046        1 Consumer Staples  

sector_prtf[[1]][[2]][[1]][[1]]
               Growth quantile                 Sector
2003-01-31 -0.1081433        1 Consumer Discretionary  

sector_prtf[[2]][[1]][[1]][[1]]
              Growth quantile                 Sector
2002-02-28 0.3596547        1 Consumer Discretionary

Цель состоит в том, чтобы объединить списки таким образом, чтобысектора вместе с квантилем и соответствующей начальной датой.

              Growth quantile                 Sector
2002-01-31 0.2278331        1 Consumer Discretionary  
               Growth quantile                 Sector
2003-01-31 -0.1081433        1 Consumer Discretionary  
              Growth quantile                 Sector
2004-01-30 0.6446954        1 Consumer Discretionary  
.
.
.
              Growth quantile                 Sector
2017-01-31 0.1824898        1 Consumer Discretionary

Как я уже говорил, это должно быть сделано для каждого сектора и каждой начальной даты.

Я попытался объединить списки, выполнив простые rbinds: 

merged_sector <- lapply(sector_prtf, function(a) lapply(a, function(b) lapply(b, function(c) do.call("rbind", c))))
merged_sector <- lapply(merged_sector, function(a) lapply(a, function(b) do.call("rbind", b)))
merged_sector <- lapply(merged_sector, function(a) do.call("rbind", a))
merged_sector <- do.call("rbind", merged_sector)

После этого объединенные списки выглядят следующим образом: 

.
.
.
2012-01-319   -1.030502e-02        1              Materials
2012-01-3117   3.039239e-02        2              Materials
2012-01-3127   6.278972e-02        3              Materials
2012-01-3110   1.150880e-01        1            Real Estate
2012-01-3118   9.337119e-02        2            Real Estate
2012-01-3128   3.242025e-02        3            Real Estate
2012-01-3119   6.044756e-02        1              Utilities
2012-01-31110  1.154916e-01        2              Utilities
2012-01-3129   1.156366e-01        3              Utilities
2013-01-31     2.797345e-01        1 Consumer Discretionary
2013-01-311    1.875079e-01        2 Consumer Discretionary
2013-01-312    3.652037e-01        3 Consumer Discretionary
.
.
.

Моя идея заключалась в том, чтобы отфильтровать объединенный DF по секторам и квантилям, но даты представляют огромную проблему (уникальные имена строк).
Возможно, естьболее простой способ решить эту проблему?Заранее спасибо

* Обновление: вот ссылка на запрошенный файл dput.Он включает в себя только первый начальный месяц (январь): https://ufile.io/y80fb

** Правка 2: Приносим извинения за неудобства, вызванные не предоставлением воспроизводимого примера.

list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"), 
    Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
    structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"), 
        Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
    structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"), 
        Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
    list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"), 
        Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"), 
            Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
        structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"), 
            Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))

1 Ответ

0 голосов
/ 21 ноября 2018

Я написал рекурсив Reduce, который должен делать то, что вы хотите.Поэтому, пожалуйста, прочитайте? Уменьшите внимательно.

Предполагается, что ваш список списков назван ll: 

rReduce <- function(x) {
  y <- Reduce("rbind", x)
  if (is.list(y)) {
    return(rReduce(y))
  } else {
    return(x)
  }
}

res <- rReduce(ll)
print(res)
#                   Growth quantile                 Sector
#2002-01-31    0.227833070        1 Consumer Discretionary
#2002-01-311   0.097000461        1       Consumer Staples
#2002-01-312  -0.078767963        1                 Energy
#2002-01-313   0.009642536        1             Financials
#2002-01-314   0.239390716        1            Health Care
#2002-01-315   0.062034987        1            Industrials
#2002-01-316  -0.084393011        1 Information Technology
#...

Это эквивалентно 

Reduce("rbind", Reduce("rbind", Reduce("rbind", ll)))

, если я не ошибаюсь.Теперь у вас все еще есть проблема с датой в именах строк, но ее легко решить с помощью чего-то вроде: 

res$Date <- as.Date(substr(rownames(res), 1, 10))
rownames(res) <- NULL
print(res)
#         Growth quantile                 Sector       Date
#1   0.227833070        1 Consumer Discretionary 2002-01-31
#2   0.097000461        1       Consumer Staples 2002-01-31
#3  -0.078767963        1                 Energy 2002-01-31
#4   0.009642536        1             Financials 2002-01-31
#5   0.239390716        1            Health Care 2002-01-31
#6   0.062034987        1            Industrials 2002-01-31
#7  -0.084393011        1 Information Technology 2002-01-31
#8   0.017074760        1              Materials 2002-01-31

Данные, использованные в приведенном выше примере: 

ll <- list(list(list(structure(list(Growth = 0.227833070205427, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.00580189434527657, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.280654630370414, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Consumer Discretionary", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = 0.0970004606893047, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.054821203483339, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.00837169953085215, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Consumer Staples", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = -0.078767963284149, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.069104950106169, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.27207135756175, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Energy", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = 0.009642535558954, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.0117244867054771, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.185284889832411, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Financials", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = 0.239390715659085, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.0162271493055311, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.067303679327545, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Health Care", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = 0.0620349870410483, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.0821803720980501, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.137729664907273, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Industrials", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = -0.0843930112785794, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.172018997118367, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.298718947065689, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Information Technology", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = 0.0170747596874905, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.190415482682349, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.221341415148432, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Materials", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = 0.168638361539387, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.0810611988754563, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.0365040437639329, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Real Estate", class = "factor")), class = "data.frame", row.names = "2002-01-31")), 
                list(structure(list(Growth = 0.111350872628164, quantile = structure(1L, .Label = "1", class = "factor"), 
                                    Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = -0.0978660942657028, quantile = structure(1L, .Label = "2", class = "factor"), 
                                    Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"), 
                     structure(list(Growth = 0.112770511307641, quantile = structure(1L, .Label = "3", class = "factor"), 
                                    Sector = structure(1L, .Label = "Utilities", class = "factor")), class = "data.frame", row.names = "2002-01-31"))))
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