合并 XTS 数据时重复值

Question

如果我的一个表有多个时间戳值，而另一个表只有一个，我可以重复多个值中单个项目的值吗？

例如：

XTS_A:

2011/01/01 10:00:00,Bar
2011/01/01 10:00:01,Baz

XTS_B:

2011/01/01 10:00:00,A
2011/01/01 10:00:00,B
2011/01/01 10:00:00,C
2011/01/01 10:00:01,B

Merge_Result:

2011/01/01 10:00:00,A,Bar
2011/01/01 10:00:00,B,Bar
2011/01/01 10:00:00,C,Bar
2011/01/01 10:00:01,B,Baz

---

可重现的示例：

library(zoo)
library(xts)
XTS_A <- structure(c("Bar", "Baz"), .Dim = c(2L, 1L), index = structure(c(1293894000, 1293894001), tzone = "", tclass = c("POSIXt", "POSIXct")), class = c("xts",  "zoo"), .indexCLASS = c("POSIXt", "POSIXct"), .indexTZ = "")
XTS_B <- structure(c("A", "B", "C", "B"), .Dim = c(4L, 1L), index = structure(c(1293894000,  1293894000, 1293894000, 1293894001), tzone = "", tclass = c("POSIXt",  "POSIXct")), class = c("xts", "zoo"), .indexCLASS = c("POSIXt",  "POSIXct"), .indexTZ = "")

Answer 1

那之后再填呢？有点丑陋的例子（使用循环，但很难避免像这样的顺序依赖）：

mrg <- merge(XTS_A,XTS_B)
for(r in seq(nrow(mrg)) ) {
  if(is.na(mrg[r,1])) {
    mrg[r,1] <- mrg[r-1,1] 
  }
}

> mrg
                    XTS_A XTS_B
2011-01-01 16:00:00 "Bar" "A"  
2011-01-01 16:00:00 "Bar" "B"  
2011-01-01 16:00:00 "Bar" "C"  
2011-01-01 16:00:01 "Baz" "B"

Joran 的建议使用 Zoo 包的 fill-down 函数来节省打字：

mrg[,1] <- na.locf(as.vector(mrg$XTS_A))