I had a small question in regards to data.table. Since i'm not so good at it i'm not quite sure how I can do this in data.table.
Basically I have 3 columns and want to group by the first two columns ( key and date ) and then for each key and each date, find the maximum and minimum that occurred in the third column ( fare)
I tried doing this but it gives me an error
flights[, c("max_day", "min_day") := unlist(lapply(gross_fare, findr)), by = c("key", "created_date")]
Error in `[.data.table`(flights, , `:=`(c("max_day", "min_day"), unlist(lapply(gross_fare, :
Supplied 18 items to be assigned to group 1 of size 9 in column 'max_day'. The RHS length must either be 1 (single values are ok) or match the LHS length exactly. If you wish to 'recycle' the RHS please use rep() explicitly to make this intent clear to readers of your code.
findr is a function which just finds the max and min i.e.
findr <- function(x) {list(max = max(x), min = min(x)}
I've done what I want to do in dplyr and I'll attach the code for that, but since i have millions of rows, dplyr eats up my ram so data.table would help
test <- flights %>%
select(key, created_date, gross_fare) %>%
group_by(key, created_date) %>%
summarise(
max_day = max(gross_fare),
min_day = min(gross_fare),
diff = max_day - min_day) %>%
arrange(created_date)
I've put the dput output if anyone wants to use that
If anyone can help that'd be great, thank you :)
data.table::setDT(structure(list(key = c("LHE_KHI_LHE+KHI_PA-405_15.0_1", "KHI_ISB_KHI+ISB_PK-370_20.0_0",
"LHE_KHI_LHE+KHI_PK-307_20.0_0", "ISB_KHI_ISB+KHI_PF-124_20.0_1",
"LHE_KHI_LHE+KHI_PK-307_20.0_0", "LHE_KHI_LHE+KHI_PA-405_15.0_1",
"KHI_LHE_KHI+LHE_PK-304_20.0_0", "KHI_ISB_KHI+ISB_PA-204_15.0_1",
"ISB_KHI_ISB+KHI_PA-207_15.0_1", "KHI_ISB_KHI+ISB_PA-200_20.0_1",
"KHI_LHE_KHI+LHE_PK-304_40.0_0", "ISB_KHI_ISB+KHI_PA-201_35.0_1",
"ISB_KHI_ISB+KHI_ER-501_20.0_1", "KHI_LHE_KHI+LHE_PF-145_20.0_2",
"KHI_ISB_KHI+ISB_PA-204_20.0_1", "LHE_KHI_LHE+KHI_PA-401_0.0_0",
"ISB_KHI_ISB+KHI_PK-309_40.0_0", "KHI_ISB_KHI+ISB_PF-123_20.0_2",
"ISB_KHI_ISB+KHI_PA-205_15.0_1", "LHE_KHI_LHE+KHI_PF-142_0.0_0",
"ISB_KHI_ISB+KHI_PA-223_15.0_1", "ISB_KHI_ISB+KHI_PF-126_20.0_2",
"ISB_KHI_ISB+KHI_PK-309_20.0_0", "KHI_ISB_KHI+ISB_PF-121_20.0_2",
"ISB_KHI_ISB+KHI_PK-373_20.0_0", "KHI_LHE_KHI+LHE_PF-145_20.0_2",
"KHI_LHE_KHI+LHE_PA-402_15.0_1", "LHE_KHI_LHE+KHI_PA-407_20.0_1",
"KHI_ISB_KHI+ISB_PK-308_40.0_0", "KHI_LHE_KHI+LHE_PF-145_20.0_2",
"LHE_KHI_LHE+KHI_PF-144_0.0_0", "ISB_KHI_ISB+KHI_PK-369_40.0_0",
"ISB_KHI_ISB+KHI_PF-124_20.0_2", "KHI_ISB_KHI+ISB_PA-204_15.0_1",
"KHI_ISB_KHI+ISB_PA-200_15.0_1", "ISB_KHI_ISB+KHI_PF-124_20.0_1",
"KHI_ISB_KHI+ISB_PK-300_20.0_0", "ISB_KHI_ISB+KHI_PF-122_20.0_2",
"KHI_ISB_KHI+ISB_PK-368_20.0_0", "KHI_ISB_KHI+ISB_PA-204_15.0_1",
"ISB_KHI_ISB+KHI_ER-503_20.0_1", "ISB_KHI_ISB+KHI_PA-209_15.0_1",
"KHI_ISB_KHI+ISB_PK-308_40.0_0", "ISB_KHI_ISB+KHI_PF-124_20.0_1",
"ISB_KHI_ISB+KHI_PK-301_40.0_0", "KHI_LHE_KHI+LHE_PA-408_35.0_1",
"LHE_KHI_LHE+KHI_PF-144_20.0_2", "KHI_ISB_KHI+ISB_PF-121_20.0_2",
"KHI_ISB_KHI+ISB_PA-204_35.0_1", "ISB_KHI_ISB+KHI_PK-309_40.0_0",
"ISB_KHI_ISB+KHI_PA-223_20.0_1", "KHI_ISB_KHI+ISB_PA-206_35.0_1",
"LHE_KHI_LHE+KHI_PF-142_32.0_1", "LHE_KHI_LHE+KHI_PF-142_20.0_1",
"KHI_ISB_KHI+ISB_PF-123_20.0_2", "ISB_KHI_ISB+KHI_PA-209_15.0_1",
"KHI_ISB_KHI+ISB_PA-204_35.0_1", "ISB_KHI_ISB+KHI_PA-201_20.0_1",
"KHI_ISB_KHI+ISB_PK-368_20.0_0", "ISB_KHI_ISB+KHI_PA-205_20.0_1",
"KHI_ISB_KHI+ISB_PF-121_20.0_1", "ISB_KHI_ISB+KHI_PF-124_20.0_1",
"ISB_KHI_ISB+KHI_PA-205_15.0_1", "KHI_LHE_KHI+LHE_PF-145_20.0_2",
"KHI_LHE_KHI+LHE_PA-406_35.0_1", "KHI_ISB_KHI+ISB_PK-308_20.0_0",
"LHE_KHI_LHE+KHI_PA-401_20.0_1", "LHE_KHI_LHE+KHI_PA-401_15.0_1",
"KHI_ISB_KHI+ISB_PA-204_35.0_1", "KHI_LHE_KHI+LHE_PA-406_35.0_1",
"KHI_ISB_KHI+ISB_PA-206_35.0_1", "KHI_ISB_KHI+ISB_PF-121_20.0_1",
"ISB_KHI_ISB+KHI_PA-205_20.0_1", "LHE_KHI_LHE+KHI_PF-142_20.0_1",
"LHE_KHI_LHE+KHI_PF-146_20.0_2", "LHE_KHI_LHE+KHI_PA-401_35.0_1",
"ISB_KHI_ISB+KHI_PA-209_15.0_1", "ISB_KHI_ISB+KHI_PK-301_40.0_0",
"ISB_KHI_ISB+KHI_PA-205_35.0_1", "KHI_LHE_KHI+LHE_PA-406_15.0_1",
"KHI_ISB_KHI+ISB_PF-123_20.0_1", "ISB_KHI_ISB+KHI_PA-201_35.0_1",
"KHI_ISB_KHI+ISB_PK-300_40.0_0", "KHI_LHE_KHI+LHE_PA-402_35.0_1",
"ISB_KHI_ISB+KHI_ER-505_20.0_1", "ISB_KHI_ISB+KHI_PF-122_20.0_2",
"ISB_KHI_ISB+KHI_PA-207_15.0_1", "KHI_LHE_KHI+LHE_PA-404_35.0_1",
"KHI_ISB_KHI+ISB_PF-123_20.0_1", "ISB_KHI_ISB+KHI_ER-503_20.0_1",
"ISB_GIL_ISB+GIL_PK-605_20.0_0", "KHI_ISB_KHI+ISB_PF-123_20.0_1",
"KHI_ISB_KHI+ISB_PA-200_15.0_1", "ISB_KHI_ISB+KHI_PF-122_20.0_2",
"KHI_LHE_KHI+LHE_PA-404_35.0_1", "ISB_KHI_ISB+KHI_PF-122_20.0_2",
"PEW_KHI_PEW+KHI_PF-152_20.0_1", "LHE_KHI_LHE+KHI_PK-303_20.0_0",
"KHI_ISB_KHI+ISB_PA-222_35.0_1", "ISB_KHI_ISB+KHI_PF-124_20.0_1"
), created_date = c("2021-04-20", "2021-05-27", "2021-02-13",
"2021-08-14", "2021-08-11", "2021-08-21", "2021-01-26", "2021-08-21",
"2021-05-24", "2021-09-15", "2021-06-05", "2021-07-19", "2021-09-29",
"2021-07-02", "2021-08-10", "2021-01-04", "2021-07-15", "2021-07-14",
"2021-08-13", "2021-01-11", "2021-09-13", "2021-09-20", "2021-05-27",
"2021-02-20", "2021-08-15", "2021-07-27", "2021-08-26", "2021-09-15",
"2021-08-02", "2021-06-25", "2021-05-15", "2021-08-26", "2021-07-30",
"2021-06-27", "2021-08-07", "2021-03-19", "2021-03-02", "2021-06-06",
"2021-08-15", "2021-06-27", "2021-09-19", "2021-07-28", "2021-08-09",
"2021-08-16", "2021-09-09", "2021-06-04", "2021-08-12", "2021-05-15",
"2021-07-26", "2021-05-27", "2021-08-12", "2021-08-02", "2021-01-26",
"2021-04-20", "2021-08-26", "2021-08-26", "2021-03-21", "2021-01-09",
"2021-04-23", "2021-01-04", "2021-08-13", "2021-06-22", "2021-05-31",
"2021-08-18", "2021-06-16", "2021-08-14", "2021-08-10", "2021-06-16",
"2021-04-08", "2021-05-20", "2021-06-22", "2021-04-20", "2021-01-05",
"2021-02-27", "2021-07-07", "2021-03-26", "2021-08-16", "2021-05-01",
"2021-07-31", "2021-06-14", "2021-06-16", "2021-03-25", "2021-09-14",
"2021-06-06", "2021-09-02", "2021-08-06", "2021-07-18", "2021-02-28",
"2021-04-28", "2021-09-19", "2021-08-25", "2021-06-17", "2021-06-07",
"2021-06-17", "2021-07-07", "2021-08-23", "2021-07-09", "2021-07-19",
"2021-07-14", "2021-05-21"), gross_fare = c(7796, 7427, 11504,
6870, 6580, 14945, 8697, 7524, 7124, 6785, 11858, 7524, 11500,
9525, 6785, 8739, 8200, 13560, 9045, 7400, 7524, 12500, 7458,
14000, 6570, 9525, 6220, 10545, 8310, 7900, 7820, 8410, 11285,
19892, 6810, 9800, 11441, 11900, 6570, 13592, 11500, 8300, 20380,
8525, 7340, 9707, 7870, 10655, 10545, 11798, 14645, 10545, 8650,
8650, 7870, 12945, 10799, 10227, 6765, 10227, 20120, 11045, 9403,
7870, 7124, 6570, 6810, 6531, 8605, 7124, 11072, 7390, 10227,
13435, 10530, 12280, 18945, 11147, 10545, 6531, 6620, 10799,
18480, 32702, 5606, 13560, 23895, 8027, 9655, 11500, 11990, 6620,
9403, 7620, 14645, 19105, 9000, 6440, 12645, 8025)), row.names = c(NA,
-100L), class = c("data.table", "data.frame")))
I guess this line of code should do the job:
library(data.table)
flights[, .(min_day = min(gross_fare), max_day = max(gross_fare), diff = max(gross_fare) - min(gross_fare)), by = .(key, created_date)][]
Since the function findr returns a list, there's no need to complicate things:
findr <- function(x) {list(max = max(x), min = min(x))}
flights[, c("max_day", "min_day") := findr(gross_fare), by = list(key, created_date)][]
To also return the difference between max and min, use
findr2 <- function(x) {
list(max = max(x), min = min(x), diff = diff(range(x)))
}
flights[, c("max_day", "min_day", "diff_day") := findr2(gross_fare), by = list(key, created_date)][]
Ok, so I have a workbook in Excel with sheets that look like this:
Date 1/2/15 1/3/15 1/4/15
Euro 3.54 2.50 #N/A
USD 3.20 3.30 3.35
Yen 2.50 2.35 2.40
The sheets are arranged exactly like this. I loaded each sheet individually via XLConnect such that:
wbFX <- loadWorkbook("fx.xlsx")
FX.high <- readWorksheet(wbFX, sheet=1)
FX.low <- readWorksheet(wbFX, sheet=2)
FX.close <- readWorksheet(wbFX, sheet=3)
One sheet is for closing prices, the other for low and the last one is closing prices.
I want to merge the currency rows (i.e: grouping Euro low, Euro high, Euro close) and create a table or dataframe such that I have:
Date 1/2/15 1/3/15 1/4/15
Euro close 3.54 2.50 #N/A
Euro low 3.20 3.30 3.35
Euro high 2.50 2.35 2.40
I only have very rudimentary knowledge of R and I'm not very familiar with the for() loop function in R. I understand the basics of it, but I'm struggling to reproduce what I want.
Suggestions would be very much appreciated!
UPDATED: Adding dput(FX.high) gives:
> dput(head(FX.high))
structure(list(Col1 = c("EUR CURNCY", "JPY CURNCY", "GBP CURNCY",
"CHF CURNCY", "AUD CURNCY", "CAD CURNCY"), X2016.08.30.00.00.00 = c(1.1192,
102.56, 1.312, 0.9815, 0.758, 1.3056), X2016.08.29.00.00.00 = c(1.1208,
102.39, 1.3172, 0.9807, 0.7582, 1.3048), X2016.08.28.00.00.00 = c(1.1341,
101.94, 1.3279, 0.9793, 0.7692, 1.3012), X2016.08.27.00.00.00 = c(1.1341,
101.94, 1.3279, 0.9793, 0.7692, 1.3012), X2016.08.26.00.00.00 = c(1.1341,
101.94, 1.3279, 0.9793, 0.7692, 1.3012), X2016.08.25.00.00.00 = c(1.1298,
100.62, 1.3264, 0.9688, 0.7639, 1.294), X2016.08.24.00.00.00 = c(1.1312,
100.61, 1.3273, 0.9684, 0.7634, 1.2958), X2016.08.23.00.00.00 = c(1.1355,
100.39, 1.3211, 0.9634, 0.7655, 1.2948), X2016.08.22.00.00.00 = c(1.1334,
100.93, 1.3157, 0.9649, 0.764, 1.2965), X2016.08.21.00.00.00 = c(1.136,
100.46, 1.3185, 0.9611, 0.7691, 1.2892), X2016.08.20.00.00.00 = c(1.136,
100.46, 1.3185, 0.9611, 0.7691, 1.2892), X2016.08.19.00.00.00 = c(1.136,
100.46, 1.3185, 0.9611, 0.7691, 1.2892), X2016.08.18.00.00.00 = c(1.1366,
100.5, 1.3173, 0.9627, 0.7723, 1.2858), X2016.08.17.00.00.00 = c(1.1316,
101.17, 1.3086, 0.9659, 0.7708, 1.2918), X2016.08.16.00.00.00 = c(1.1323,
101.29, 1.3051, 0.9735, 0.7749, 1.2934), X2016.08.15.00.00.00 = c(1.1204,
101.45, 1.2945, 0.9775, 0.7692, 1.2976), X2016.08.14.00.00.00 = c(1.1221,
102.27, 1.3035, 0.9766, 0.7725, 1.2994), X2016.08.13.00.00.00 = c(1.1221,
102.27, 1.3035, 0.9766, 0.7725, 1.2994), X2016.08.12.00.00.00 = c(1.1221,
102.27, 1.3035, 0.9766, 0.7725, 1.2994), X2016.08.11.00.00.00 = c(1.1192,
102.06, 1.3028, 0.9766, 0.775, 1.308), X2016.08.10.00.00.00 = c(1.119,
101.96, 1.3094, 0.9819, 0.7756, 1.3124), X2016.08.09.00.00.00 = c(1.1123,
102.53, 1.3049, 0.9844, 0.7687, 1.319), X2016.08.08.00.00.00 = c(1.1105,
102.66, 1.3097, 0.9842, 0.7672, 1.319), X2016.08.07.00.00.00 = c(1.1161,
102.06, 1.3175, 0.9831, 0.7664, 1.32), X2016.08.06.00.00.00 = c(1.1161,
102.06, 1.3175, 0.9831, 0.7664, 1.32), X2016.08.05.00.00.00 = c(1.1161,
102.06, 1.3175, 0.9831, 0.7664, 1.32), X2016.08.04.00.00.00 = c(1.1156,
101.67, 1.3346, 0.975, 0.7641, 1.3089), X2016.08.03.00.00.00 = c(1.1227,
101.57, 1.3372, 0.9739, 0.7616, 1.3148), X2016.08.02.00.00.00 = c(1.1234,
102.83, 1.3366, 0.9698, 0.7638, 1.3142), X2016.08.01.00.00.00 = c(1.1184,
102.68, 1.3273, 0.9703, 0.7615, 1.3127), X2016.07.31.00.00.00 = c(1.1197,
105.63, 1.3301, 0.981, 0.761, 1.3186), X2016.07.30.00.00.00 = c(1.1197,
105.63, 1.3301, 0.981, 0.761, 1.3186), X2016.07.29.00.00.00 = c(1.1197,
105.63, 1.3301, 0.981, 0.761, 1.3186), X2016.07.28.00.00.00 = c(1.1119,
105.51, 1.3248, 0.9868, 0.7549, 1.3192), X2016.07.27.00.00.00 = c(1.1065,
106.54, 1.3235, 0.995, 0.7566, 1.3253), X2016.07.26.00.00.00 = c(1.103,
105.89, 1.3176, 0.9928, 0.754, 1.3244), X2016.07.25.00.00.00 = c(1.0999,
106.72, 1.3165, 0.9897, 0.7492, 1.3242), X2016.07.24.00.00.00 = c(1.1041,
106.4, 1.3291, 0.9895, 0.7508, 1.3185), X2016.07.23.00.00.00 = c(1.1041,
106.4, 1.3291, 0.9895, 0.7508, 1.3185), X2016.07.22.00.00.00 = c(1.1041,
106.4, 1.3291, 0.9895, 0.7508, 1.3185), X2016.07.21.00.00.00 = c(1.106,
107.49, 1.3275, 0.9907, 0.7514, 1.3101), X2016.07.20.00.00.00 = c(1.103,
107.02, 1.3226, 0.9905, 0.7517, 1.3096), X2016.07.19.00.00.00 = c(1.1081,
106.53, 1.3276, 0.9878, 0.7592, 1.3054), X2016.07.18.00.00.00 = c(1.1084,
106.26, 1.3315, 0.9847, 0.7607, 1.3022), X2016.07.17.00.00.00 = c(1.1149,
106.32, 1.3481, 0.9847, 0.7676, 1.2988), X2016.07.16.00.00.00 = c(1.1149,
106.32, 1.3481, 0.9847, 0.7676, 1.2988), X2016.07.15.00.00.00 = c(1.1149,
106.32, 1.3481, 0.9847, 0.7676, 1.2988), X2016.07.14.00.00.00 = c(1.1165,
105.94, 1.3475, 0.9854, 0.7653, 1.2987), X2016.07.13.00.00.00 = c(1.112,
104.88, 1.3338, 0.9894, 0.7638, 1.3084), X2016.07.12.00.00.00 = c(1.1126,
104.99, 1.3295, 0.9894, 0.7658, 1.3133), X2016.07.11.00.00.00 = c(1.1075,
102.89, 1.3018, 0.9858, 0.7576, 1.314), X2016.07.10.00.00.00 = c(1.112,
101.28, 1.3019, 0.9866, 0.7574, 1.309), X2016.07.09.00.00.00 = c(1.112,
101.28, 1.3019, 0.9866, 0.7574, 1.309), X2016.07.08.00.00.00 = c(1.112,
101.28, 1.3019, 0.9866, 0.7574, 1.309), X2016.07.07.00.00.00 = c(1.1107,
101.41, 1.3047, 0.9792, 0.7539, 1.3021), X2016.07.06.00.00.00 = c(1.1112,
101.77, 1.3028, 0.9806, 0.7529, 1.3056), X2016.07.05.00.00.00 = c(1.1186,
102.59, 1.3291, 0.9774, 0.7545, 1.3017), X2016.07.04.00.00.00 = c(1.116,
102.8, 1.3341, 0.9759, 0.7545, 1.2926), X2016.07.03.00.00.00 = c(1.1169,
103.39, 1.335, 0.9781, 0.7503, 1.2975), X2016.07.02.00.00.00 = c(1.1169,
103.39, 1.335, 0.9781, 0.7503, 1.2975), X2016.07.01.00.00.00 = c(1.1169,
103.39, 1.335, 0.9781, 0.7503, 1.2975), X2016.06.30.00.00.00 = c(1.1155,
103.29, 1.3496, 0.9821, 0.7473, 1.3016), X2016.06.29.00.00.00 = c(1.113,
102.94, 1.3534, 0.9823, 0.7456, 1.3042), X2016.06.28.00.00.00 = c(1.1112,
102.84, 1.3419, 0.9837, 0.7415, 1.3108), X2016.06.27.00.00.00 = c(1.1084,
102.48, 1.3566, 0.9819, 0.7459, 1.312), X2016.06.26.00.00.00 = c(1.1428,
106.84, 1.5018, 0.9804, 0.7648, 1.3099), X2016.06.25.00.00.00 = c(1.1428,
106.84, 1.5018, 0.9804, 0.7648, 1.3099), X2016.06.24.00.00.00 = c(1.1428,
106.84, 1.5018, 0.9804, 0.7648, 1.3099), X2016.06.23.00.00.00 = c(1.1421,
106.17, 1.4947, 0.9602, 0.7616, 1.2847), X2016.06.22.00.00.00 = c(1.1338,
104.85, 1.4774, 0.9629, 0.7527, 1.2853), X2016.06.21.00.00.00 = c(1.135,
105.06, 1.4783, 0.9624, 0.7513, 1.2827), X2016.06.20.00.00.00 = c(1.1382,
104.85, 1.472, 0.9643, 0.7481, 1.2889), X2016.06.19.00.00.00 = c(1.1296,
104.83, 1.4388, 0.9659, 0.7411, 1.2968), X2016.06.18.00.00.00 = c(1.1296,
104.83, 1.4388, 0.9659, 0.7411, 1.2968), X2016.06.17.00.00.00 = c(1.1296,
104.83, 1.4388, 0.9659, 0.7411, 1.2968), X2016.06.16.00.00.00 = c(1.1295,
106.03, 1.4254, 0.9687, 0.744, 1.3086), X2016.06.15.00.00.00 = c(1.1298,
106.4, 1.4218, 0.9664, 0.7446, 1.2943), X2016.06.14.00.00.00 = c(1.1298,
106.42, 1.4271, 0.9669, 0.7405, 1.2873), X2016.06.13.00.00.00 = c(1.1303,
106.98, 1.4328, 0.9679, 0.7411, 1.2839), X2016.06.12.00.00.00 = c(1.1321,
107.26, 1.4473, 0.9658, 0.7438, 1.2784), X2016.06.11.00.00.00 = c(1.1321,
107.26, 1.4473, 0.9658, 0.7438, 1.2784), X2016.06.10.00.00.00 = c(1.1321,
107.26, 1.4473, 0.9658, 0.7438, 1.2784), X2016.06.09.00.00.00 = c(1.1416,
107.18, 1.4527, 0.9656, 0.7505, 1.2767), X2016.06.08.00.00.00 = c(1.1411,
107.39, 1.4601, 0.9659, 0.7482, 1.2761), X2016.06.07.00.00.00 = c(1.1381,
107.9, 1.466, 0.9719, 0.7464, 1.284), X2016.06.06.00.00.00 = c(1.1393,
107.66, 1.4529, 0.978, 0.7391, 1.2983), X2016.06.05.00.00.00 = c(1.1374,
109.14, 1.4582, 0.992, 0.7369, 1.3107), X2016.06.04.00.00.00 = c(1.1374,
109.14, 1.4582, 0.992, 0.7369, 1.3107), X2016.06.03.00.00.00 = c(1.1374,
109.14, 1.4582, 0.992, 0.7369, 1.3107), X2016.06.02.00.00.00 = c(1.122,
109.59, 1.4473, 0.9911, 0.727, 1.3144), X2016.06.01.00.00.00 = c(1.1194,
110.83, 1.4508, 0.9951, 0.7299, 1.3123), X2016.05.31.00.00.00 = c(1.1173,
111.35, 1.4725, 0.9951, 0.7267, 1.3134), X2016.05.30.00.00.00 = c(1.1145,
111.45, 1.4642, 0.9956, 0.7188, 1.3095), X2016.05.29.00.00.00 = c(1.1201,
110.45, 1.4689, 0.9949, 0.7235, 1.3068), X2016.05.28.00.00.00 = c(1.1201,
110.45, 1.4689, 0.9949, 0.7235, 1.3068), X2016.05.27.00.00.00 = c(1.1201,
110.45, 1.4689, 0.9949, 0.7235, 1.3068), X2016.05.26.00.00.00 = c(1.1217,
110.23, 1.474, 0.9928, 0.7244, 1.3037), X2016.05.25.00.00.00 = c(1.1167,
110.45, 1.4729, 0.9936, 0.7219, 1.3133), X2016.05.24.00.00.00 = c(1.1227,
110.13, 1.4642, 0.9938, 0.7228, 1.3188), X2016.05.23.00.00.00 = c(1.1243,
110.24, 1.4549, 0.9924, 0.726, 1.3174), X2016.05.22.00.00.00 = c(1.1237,
110.59, 1.4613, 0.9927, 0.725, 1.3162), X2016.05.21.00.00.00 = c(1.1237,
110.59, 1.4613, 0.9927, 0.725, 1.3162), X2016.05.20.00.00.00 = c(1.1237,
110.59, 1.4613, 0.9927, 0.725, 1.3162), X2016.05.19.00.00.00 = c(1.123,
110.38, 1.4663, 0.9923, 0.7242, 1.3154), X2016.05.18.00.00.00 = c(1.1316,
110.26, 1.4635, 0.9881, 0.7332, 1.3037), X2016.05.17.00.00.00 = c(1.1349,
109.65, 1.4524, 0.9809, 0.7366, 1.2955), X2016.05.16.00.00.00 = c(1.1342,
109.1, 1.4415, 0.9784, 0.7309, 1.2963), X2016.05.15.00.00.00 = c(1.138,
109.56, 1.4456, 0.9775, 0.7326, 1.2958), X2016.05.14.00.00.00 = c(1.138,
109.56, 1.4456, 0.9775, 0.7326, 1.2958), X2016.05.13.00.00.00 = c(1.138,
109.56, 1.4456, 0.9775, 0.7326, 1.2958), X2016.05.12.00.00.00 = c(1.1429,
109.4, 1.4531, 0.9726, 0.738, 1.2879), X2016.05.11.00.00.00 = c(1.1447,
109.38, 1.4488, 0.9762, 0.7402, 1.2942), X2016.05.10.00.00.00 = c(1.141,
109.35, 1.4478, 0.9763, 0.7374, 1.298), X2016.05.09.00.00.00 = c(1.142,
108.6, 1.448, 0.9736, 0.7385, 1.3015), X2016.05.08.00.00.00 = c(1.1479,
107.42, 1.4543, 0.973, 0.7478, 1.2952), X2016.05.07.00.00.00 = c(1.1479,
107.42, 1.4543, 0.973, 0.7478, 1.2952), X2016.05.06.00.00.00 = c(1.1479,
107.42, 1.4543, 0.973, 0.7478, 1.2952), X2016.05.05.00.00.00 = c(1.1494,
107.5, 1.4529, 0.9697, 0.7514, 1.2875), X2016.05.04.00.00.00 = c(1.1529,
107.46, 1.4572, 0.959, 0.7517, 1.2886), X2016.05.03.00.00.00 = c(1.1616,
106.68, 1.477, 0.9554, 0.7719, 1.2732), X2016.05.02.00.00.00 = c(1.1536,
106.82, 1.4696, 0.9605, 0.7672, 1.2571), X2016.05.01.00.00.00 = c(1.1459,
108.2, 1.467, 0.9672, 0.7669, 1.2587), X2016.04.30.00.00.00 = c(1.1459,
108.2, 1.467, 0.9672, 0.7669, 1.2587), X2016.04.29.00.00.00 = c(1.1459,
108.2, 1.467, 0.9672, 0.7669, 1.2587), X2016.04.28.00.00.00 = c(1.1368,
111.88, 1.4623, 0.9734, 0.7658, 1.2606), X2016.04.27.00.00.00 = c(1.1362,
111.75, 1.4622, 0.9753, 0.7765, 1.2694), X2016.04.26.00.00.00 = c(1.134,
111.47, 1.4639, 0.9767, 0.7765, 1.2688), X2016.04.25.00.00.00 = c(1.1278,
111.91, 1.452, 0.9794, 0.7729, 1.2717), X2016.04.24.00.00.00 = c(1.1309,
111.81, 1.4452, 0.9797, 0.7774, 1.2758), X2016.04.23.00.00.00 = c(1.1309,
111.81, 1.4452, 0.9797, 0.7774, 1.2758), X2016.04.22.00.00.00 = c(1.1309,
111.81, 1.4452, 0.9797, 0.7774, 1.2758), X2016.04.21.00.00.00 = c(1.1398,
109.9, 1.444, 0.9753, 0.7835, 1.275), X2016.04.20.00.00.00 = c(1.1388,
109.88, 1.441, 0.9733, 0.7829, 1.273), X2016.04.19.00.00.00 = c(1.1385,
109.49, 1.4419, 0.965, 0.7826, 1.2798), X2016.04.18.00.00.00 = c(1.1332,
108.99, 1.4291, 0.9679, 0.7759, 1.299), X2016.04.17.00.00.00 = c(1.1317,
109.73, 1.4242, 0.9688, 0.7734, 1.2903), X2016.04.16.00.00.00 = c(1.1317,
109.73, 1.4242, 0.9688, 0.7734, 1.2903), X2016.04.15.00.00.00 = c(1.1317,
109.73, 1.4242, 0.9688, 0.7734, 1.2903), X2016.04.14.00.00.00 = c(1.1295,
109.55, 1.4208, 0.9688, 0.7737, 1.2897), X2016.04.13.00.00.00 = c(1.1391,
109.41, 1.4279, 0.9672, 0.7716, 1.2828), X2016.04.12.00.00.00 = c(1.1465,
108.79, 1.4348, 0.9594, 0.769, 1.2921), X2016.04.11.00.00.00 = c(1.1447,
108.44, 1.4287, 0.9571, 0.763, 1.3016), X2016.04.10.00.00.00 = c(1.1419,
109.1, 1.4141, 0.9582, 0.7579, 1.3157), X2016.04.09.00.00.00 = c(1.1419,
109.1, 1.4141, 0.9582, 0.7579, 1.3157), X2016.04.08.00.00.00 = c(1.1419,
109.1, 1.4141, 0.9582, 0.7579, 1.3157), X2016.04.07.00.00.00 = c(1.1454,
109.9, 1.4157, 0.9581, 0.7637, 1.3181), X2016.04.06.00.00.00 = c(1.1432,
110.64, 1.4171, 0.9622, 0.7619, 1.3187), X2016.04.05.00.00.00 = c(1.1405,
111.36, 1.4279, 0.9605, 0.7632, 1.3219), X2016.04.04.00.00.00 = c(1.1413,
111.8, 1.4322, 0.9615, 0.7679, 1.3088), X2016.04.03.00.00.00 = c(1.1438,
112.58, 1.4372, 0.9626, 0.7701, 1.3147), X2016.04.02.00.00.00 = c(1.1438,
112.58, 1.4372, 0.9626, 0.7701, 1.3147), X2016.04.01.00.00.00 = c(1.1438,
112.58, 1.4372, 0.9626, 0.7701, 1.3147), X2016.03.31.00.00.00 = c(1.1412,
112.66, 1.4426, 0.9663, 0.7723, 1.3011), X2016.03.30.00.00.00 = c(1.1365,
112.81, 1.4459, 0.9672, 0.7709, 1.3081), X2016.03.29.00.00.00 = c(1.1303,
113.8, 1.4404, 0.9763, 0.7645, 1.3216), X2016.03.28.00.00.00 = c(1.122,
113.69, 1.4283, 0.9787, 0.7558, 1.3285), X2016.03.27.00.00.00 = c(1.1181,
113.32, 1.4159, 0.9788, 0.7535, 1.3285), X2016.03.26.00.00.00 = c(1.1181,
113.32, 1.4159, 0.9788, 0.7535, 1.3285), X2016.03.25.00.00.00 = c(1.1181,
113.32, 1.4159, 0.9788, 0.7535, 1.3285), X2016.03.24.00.00.00 = c(1.1188,
113.01, 1.4183, 0.9774, 0.7538, 1.3296), X2016.03.23.00.00.00 = c(1.1224,
112.91, 1.4227, 0.9766, 0.7649, 1.3219), X2016.03.22.00.00.00 = c(1.126,
112.49, 1.4398, 0.9736, 0.7643, 1.3139), X2016.03.21.00.00.00 = c(1.1288,
111.98, 1.4469, 0.9731, 0.7627, 1.3102), X2016.03.20.00.00.00 = c(1.1337,
111.76, 1.4514, 0.9717, 0.768, 1.3043), X2016.03.19.00.00.00 = c(1.1337,
111.76, 1.4514, 0.9717, 0.768, 1.3043), X2016.03.18.00.00.00 = c(1.1337,
111.76, 1.4514, 0.9717, 0.768, 1.3043), X2016.03.17.00.00.00 = c(1.1342,
112.96, 1.4503, 0.9787, 0.7657, 1.3133), X2016.03.16.00.00.00 = c(1.1242,
113.82, 1.4274, 0.9914, 0.7561, 1.3405), X2016.03.15.00.00.00 = c(1.1125,
114.14, 1.4306, 0.9896, 0.7528, 1.3402), X2016.03.14.00.00.00 = c(1.1176,
114.01, 1.4401, 0.9882, 0.7594, 1.3308), X2016.03.13.00.00.00 = c(1.121,
113.92, 1.4437, 0.9891, 0.7584, 1.3359), X2016.03.12.00.00.00 = c(1.121,
113.92, 1.4437, 0.9891, 0.7584, 1.3359), X2016.03.11.00.00.00 = c(1.121,
113.92, 1.4437, 0.9891, 0.7584, 1.3359), X2016.03.10.00.00.00 = c(1.1218,
114.45, 1.4317, 1.0093, 0.7512, 1.3398), X2016.03.09.00.00.00 = c(1.1035,
113.45, 1.4241, 1.0039, 0.7528, 1.3446), X2016.03.08.00.00.00 = c(1.1058,
113.52, 1.4276, 0.9971, 0.7473, 1.3425), X2016.03.07.00.00.00 = c(1.1026,
114.09, 1.4284, 1.0012, 0.7485, 1.3377), X2016.03.06.00.00.00 = c(1.1043,
114.26, 1.4248, 0.9989, 0.7443, 1.3471), X2016.03.05.00.00.00 = c(1.1043,
114.26, 1.4248, 0.9989, 0.7443, 1.3471), X2016.03.04.00.00.00 = c(1.1043,
114.26, 1.4248, 0.9989, 0.7443, 1.3471), X2016.03.03.00.00.00 = c(1.0973,
114.27, 1.4194, 0.9983, 0.7374, 1.3473), X2016.03.02.00.00.00 = c(1.0881,
114.56, 1.4093, 1.0009, 0.7301, 1.3499), X2016.03.01.00.00.00 = c(1.0894,
114.19, 1.4018, 1.0009, 0.7192, 1.3552), X2016.02.29.00.00.00 = c(1.0963,
113.99, 1.3946, 1.0038, 0.7168, 1.3587), X2016.02.28.00.00.00 = c(1.1068,
114, 1.4043, 0.9989, 0.7257, 1.3565), X2016.02.27.00.00.00 = c(1.1068,
114, 1.4043, 0.9989, 0.7257, 1.3565), X2016.02.26.00.00.00 = c(1.1068,
114, 1.4043, 0.9989, 0.7257, 1.3565), X2016.02.25.00.00.00 = c(1.105,
113.02, 1.3997, 0.9952, 0.7244, 1.3735), X2016.02.24.00.00.00 = c(1.1046,
112.27, 1.4028, 0.9953, 0.7213, 1.3859), X2016.02.23.00.00.00 = c(1.1053,
113.05, 1.4156, 1.0002, 0.7259, 1.3821), X2016.02.22.00.00.00 = c(1.1135,
113.39, 1.4332, 1.0004, 0.7247, 1.3813), X2016.02.21.00.00.00 = c(1.1139,
113.38, 1.4409, 0.9968, 0.7162, 1.3847), X2016.02.20.00.00.00 = c(1.1139,
113.38, 1.4409, 0.9968, 0.7162, 1.3847), X2016.02.19.00.00.00 = c(1.1139,
113.38, 1.4409, 0.9968, 0.7162, 1.3847), X2016.02.18.00.00.00 = c(1.115,
114.33, 1.4394, 0.9969, 0.7185, 1.3752), X2016.02.17.00.00.00 = c(1.1179,
114.51, 1.4339, 0.9942, 0.7187, 1.3899), X2016.02.16.00.00.00 = c(1.1193,
114.87, 1.4516, 0.9896, 0.7182, 1.3912), X2016.02.15.00.00.00 = c(1.1261,
114.73, 1.4567, 0.9889, 0.7172, 1.3867), X2016.02.14.00.00.00 = c(1.1334,
113.54, 1.457, 0.9791, 0.7129, 1.3965), X2016.02.13.00.00.00 = c(1.1334,
113.54, 1.457, 0.9791, 0.7129, 1.3965), X2016.02.12.00.00.00 = c(1.1334,
113.54, 1.457, 0.9791, 0.7129, 1.3965), X2016.02.11.00.00.00 = c(1.1376,
113.6, 1.4564, 0.9762, 0.7153, 1.4016), X2016.02.10.00.00.00 = c(1.1311,
115.26, 1.4578, 0.982, 0.7125, 1.3999), X2016.02.09.00.00.00 = c(1.1338,
115.85, 1.4516, 0.9875, 0.7096, 1.396), X2016.02.08.00.00.00 = c(1.1216,
117.53, 1.4547, 0.9973, 0.7129, 1.3978), X2016.02.07.00.00.00 = c(1.1246,
117.43, 1.4592, 0.9985, 0.7219, 1.3919), X2016.02.06.00.00.00 = c(1.1246,
117.43, 1.4592, 0.9985, 0.7219, 1.3919), X2016.02.05.00.00.00 = c(1.1246,
117.43, 1.4592, 0.9985, 0.7219, 1.3919), X2016.02.04.00.00.00 = c(1.1239,
118.24, 1.4668, 1.0074, 0.7243, 1.3798), X2016.02.03.00.00.00 = c(1.1146,
120.04, 1.4649, 1.0196, 0.7189, 1.4103), X2016.02.02.00.00.00 = c(1.094,
121.04, 1.4446, 1.0224, 0.7129, 1.4082), X2016.02.01.00.00.00 = c(1.0913,
121.49, 1.4445, 1.025, 0.7121, 1.4062), X2016.01.31.00.00.00 = c(1.0949,
121.69, 1.4413, 1.0257, 0.7141, 1.4109), X2016.01.30.00.00.00 = c(1.0949,
121.69, 1.4413, 1.0257, 0.7141, 1.4109), X2016.01.29.00.00.00 = c(1.0949,
121.69, 1.4413, 1.0257, 0.7141, 1.4109), X2016.01.28.00.00.00 = c(1.0968,
118.99, 1.4408, 1.0178, 0.7129, 1.4123), X2016.01.27.00.00.00 = c(1.0917,
119.07, 1.4355, 1.0189, 0.7082, 1.4157), X2016.01.26.00.00.00 = c(1.0874,
118.62, 1.4367, 1.0199, 0.7021, 1.4326), X2016.01.25.00.00.00 = c(1.0857,
118.86, 1.4332, 1.0184, 0.7032, 1.4293), X2016.01.24.00.00.00 = c(1.0877,
118.88, 1.4363, 1.0166, 0.7046, 1.4301), X2016.01.23.00.00.00 = c(1.0877,
118.88, 1.4363, 1.0166, 0.7046, 1.4301), X2016.01.22.00.00.00 = c(1.0877,
118.88, 1.4363, 1.0166, 0.7046, 1.4301), X2016.01.21.00.00.00 = c(1.0921,
117.81, 1.4249, 1.0147, 0.7018, 1.4541), X2016.01.20.00.00.00 = c(1.0976,
117.69, 1.4219, 1.0058, 0.6926, 1.469), X2016.01.19.00.00.00 = c(1.0939,
118.11, 1.434, 1.0082, 0.6957, 1.4589), X2016.01.18.00.00.00 = c(1.0942,
117.44, 1.4323, 1.0073, 0.6928, 1.466), X2016.01.17.00.00.00 = c(1.0985,
118.27, 1.4428, 1.0061, 0.7002, 1.4554), X2016.01.16.00.00.00 = c(1.0985,
118.27, 1.4428, 1.0061, 0.7002, 1.4554), X2016.01.15.00.00.00 = c(1.0985,
118.27, 1.4428, 1.0061, 0.7002, 1.4554), X2016.01.14.00.00.00 = c(1.0943,
118.28, 1.4445, 1.0092, 0.6997, 1.4397), X2016.01.13.00.00.00 = c(1.0888,
118.38, 1.4476, 1.0107, 0.7049, 1.438), X2016.01.12.00.00.00 = c(1.09,
118.07, 1.456, 1.0047, 0.7021, 1.4315), X2016.01.11.00.00.00 = c(1.097,
118.02, 1.4604, 1.0023, 0.7036, 1.4246), X2016.01.10.00.00.00 = c(1.0934,
118.83, 1.4645, 1.0052, 0.7077, 1.4178), X2016.01.09.00.00.00 = c(1.0934,
118.83, 1.4645, 1.0052, 0.7077, 1.4178), X2016.01.08.00.00.00 = c(1.0934,
118.83, 1.4645, 1.0052, 0.7077, 1.4178), X2016.01.07.00.00.00 = c(1.094,
118.76, 1.4641, 1.0081, 0.7086, 1.417), X2016.01.06.00.00.00 = c(1.0799,
119.17, 1.4682, 1.0121, 0.7172, 1.4109), X2016.01.05.00.00.00 = c(1.0839,
119.7, 1.4726, 1.0125, 0.7215, 1.4019), X2016.01.04.00.00.00 = c(1.0946,
120.47, 1.4816, 1.0063, 0.7305, 1.3983), X2016.01.03.00.00.00 = c(1.0867,
120.55, 1.476, 1.0083, 0.7304, 1.3856), X2016.01.02.00.00.00 = c(1.0867,
120.55, 1.476, 1.0083, 0.7304, 1.3856), X2016.01.01.00.00.00 = c(1.0867,
120.55, 1.476, 1.0083, 0.7304, 1.3856)), .Names = c("Col1", "X2016.08.30.00.00.00",
"X2016.08.29.00.00.00", "X2016.08.28.00.00.00", "X2016.08.27.00.00.00",
"X2016.08.26.00.00.00", "X2016.08.25.00.00.00", "X2016.08.24.00.00.00",
"X2016.08.23.00.00.00", "X2016.08.22.00.00.00", "X2016.08.21.00.00.00",
"X2016.08.20.00.00.00", "X2016.08.19.00.00.00", "X2016.08.18.00.00.00",
"X2016.08.17.00.00.00", "X2016.08.16.00.00.00", "X2016.08.15.00.00.00",
"X2016.08.14.00.00.00", "X2016.08.13.00.00.00", "X2016.08.12.00.00.00",
"X2016.08.11.00.00.00", "X2016.08.10.00.00.00", "X2016.08.09.00.00.00",
"X2016.08.08.00.00.00", "X2016.08.07.00.00.00", "X2016.08.06.00.00.00",
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I haven't tested this, since I don't have your data files, so let me know if the code below gives you what you wanted. The steps are as follows:
Get the names of the three worksheets in the Excel workbook (I'm assuming they'll be something like "close", "low", and "high").
Read each worksheet into a list of data frames using lapply. The data in your worksheets is transposed (i.e., the variables are in rows instead of columns), so we we transpose the data so that each variable is in a column, and we also add an extra column that tells us which worksheet the data originally came from.
Combine the three data frames into a single data frame.
"melt" so that the three different currencies will be stacked in long format.
The final output, df, should be a data frame in "long" format that's ready for analysis.
library(reshape2)
library(XLConnect)
wbFX <- loadWorkbook("fx.xlsx")
# Get names of worksheets
sheets = getSheets(wbFX)
# Read the three worksheets into a list of data frames
df = lapply(sheets, function(sh) {
dat = as.data.frame(t(readWorksheet(wbFX, sheet=sh)))
dat$Date = as.Date(dat$Date)
dat$Price_Type = sh
dat
})
# Combine each list element into a single data frame
df = do.call(rbind, df)
# Melt to long format
df = melt(df, id.var=c("Date", "Price_Type"), variable.name="Currency", value.name="Price")
Maybe try
library(reshape2)
lst <- lapply(list(high, low, close), melt, id.vars = 1, variable.name = "var")
df <- Reduce(function(...) merge(..., by = c("Date", "var")), lst )
names(df) <- c("currency", "date", "high", "low", "close")
recast(df, currency+variable~date, id.var = 1:2)
which should give you something like
# currency variable 1/2/15 1/3/15 1/4/15
# 1 Euro high ... ... ...
# 2 Euro low ... ... ...
# 3 Euro close ... ... ...