如何通过 R 中的循环/函数合并大量 xts 对象？

发布于 2024-11-16 02:56:35 字数 742 浏览 1 评论 0原文

我有一个循环，通过调用 API 来提取约 200 个单独的时间序列。

该循环将时间序列作为 xts 对象 (library(xts)) 输出到带有后缀“.oc”的全局环境中。所以我有 200 个“ABC.oc”、“ABD.oc”等形式的 xts 对象。每个对象包含 1000 行数据。

我想做的是编写一个循环（或使用适当的函数）来获取所有“*.oc”对象并按列合并它们。 IE 最终会得到：

Date           ABC.oc    ABD.oc -> 200 columns like this
2011-01-01      10         10
2011-01-02      20         20
2011-01-03      30         30
2011-01-04      40         40
2011-01-05      50         50

对于一个简短的时间序列列表，只需写：

m <- merge(ABC.oc,ABD.oc,all=FALSE)

但显然这对于 200 个单独的对象来说是不切实际的，所以我想编写一个循环来将所有这些对象粉碎在一起，就像“合并”一样。

通过 for i in length(ls(pattern="*.oc")){ 很容易访问循环的变量，但无法弄清楚循环的其余部分。我尝试过 cbind，但似乎无法正确执行。

非常感谢任何帮助

原文

I have a loop that extracts ~200 individual timeseries by making calls to an API.

The loop outputs the timeseries as xts objects (library(xts)) into the Global Environment with the suffix ".oc". So I have 200 xts objects of the form "ABC.oc", "ABD.oc" etc. Each object contains 1000 rows of data.

What I would like to do is write a loop (or use an appropriate function) that takes all the "*.oc" objects and merges them by column. IE would end up with:

Date           ABC.oc    ABD.oc -> 200 columns like this
2011-01-01      10         10
2011-01-02      20         20
2011-01-03      30         30
2011-01-04      40         40
2011-01-05      50         50

With a short list of timeseries, would just write:

m <- merge(ABC.oc,ABD.oc,all=FALSE)

But obviously this is not practical with 200 individual objects, so I'd like to write a loop to smash all these objects together like "merge" does.

Easy enough to access the variables for the loop via for i in length(ls(pattern="*.oc")){ but just cannot figure out the rest of the loop.
I've tried cbind, but can't seem to get it right.

Any help much appreciated

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梦里°也失望 2024-11-23 02:56:35

这可以通过获取名称以 .oc 结尾的所有对象的字符向量，将它们放入列表中，然后通过 do.call 调用 merge 来实现。

# Make up some data
set.seed(21)
x.oc <- xts(rnorm(10), Sys.Date()-10:1)
y.oc <- xts(rnorm(10), Sys.Date()-10:1)
z.oc <- xts(rnorm(10), Sys.Date()-10:1)
x <- y <- z <- 1:10

objNames <- ls(pattern="*oc$")    # object names
objList <- lapply(objNames, get)  # list of objects
names(objList) <- objNames        # assign names to list
do.call(merge, objList)           # merge all objects in list

如果您在从 API 接收 xts 对象时将它们加载到列表 (objList) 中，则使用此方法会更容易。那么你只需要do.call(merge, objList)。

This can be accomplished by getting a character vector of all the objects with names ending in .oc, putting them in a list, then calling merge via do.call.

# Make up some data
set.seed(21)
x.oc <- xts(rnorm(10), Sys.Date()-10:1)
y.oc <- xts(rnorm(10), Sys.Date()-10:1)
z.oc <- xts(rnorm(10), Sys.Date()-10:1)
x <- y <- z <- 1:10

objNames <- ls(pattern="*oc$")    # object names
objList <- lapply(objNames, get)  # list of objects
names(objList) <- objNames        # assign names to list
do.call(merge, objList)           # merge all objects in list

Using this method would be easier if you loaded the xts objects into a list (objList) as you received them from the API. Then you would only need do.call(merge, objList).

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层林尽染 2024-11-23 02:56:35

像这样的循环应该可以工作。不过，首先初始化它总是一个好主意。

library(xts)

m <- xts(matrix(vector(length=length(ls(pattern="*.oc")) * 
  nrow(get(ls(pattern="*.oc")[1]), ncol=nrow(get(ls(pattern="*.oc")[1])), 
  order.by=index(get(ls(pattern="*.oc")[1]))

for (i in 1:length(ls(pattern="*.oc"))) {
  m[, i]  <- get(ls(pattern="*.oc")[i])
}

A loop like this should work. Always a good idea to initialise it first though.

library(xts)

m <- xts(matrix(vector(length=length(ls(pattern="*.oc")) * 
  nrow(get(ls(pattern="*.oc")[1]), ncol=nrow(get(ls(pattern="*.oc")[1])), 
  order.by=index(get(ls(pattern="*.oc")[1]))

for (i in 1:length(ls(pattern="*.oc"))) {
  m[, i]  <- get(ls(pattern="*.oc")[i])
}

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