Aggregation and typing inconsistency in `data.table` - r

I have a question related to Why does median trip up data.table (integer versus double)?. Except in my case I am using a maximum. I am excluding missing values. In base R, the max of a length 0 vector is -Inf which, interestingly is a double and not an integer. I think there may be a bug in data.table's recent optimization routines.
Take this data table:
dt <- data.table(id = c(1,1,1,3,3,3), num = 1:6, log = c(F,F,F,T,F,T))
If we perform:
dt[, .(mnum = max(num[log], na.rm=T)), by=id]
We find the error:
Error in `[.data.table`(dt, , .(mnum = max(num[log], na.rm=T)), by=id1] :
Column 1 of result for group 2 is type 'integer' but expecting type 'double'. Column types must be consistent for each group.
Am I correct in thinking this is a bug or is there a syntactic omission here?
The expected output would, of course be
mnum id
-Inf 1
6 3

Related

Coercion To Scalar In data.table Function Argument Accepting Scalar or Vector

I expect the code:
datab <- data.table(Events = c(79,68,54), Duration = c(61,44,72))
datab[, .(Poisson.High=poisson.test(Events, T = Duration)$conf.int[2])]
to produce:
nrow Poisson.High
1: 1 1.6140585
2: 2 1.9592319
3: 3 0.9785873
Instead it produces:
Error in poisson.test(Events, T = Duration) :
the case k > 2 is unimplemented
As I understand it, this is because poisson.test's first argument can accept a vector as well as a scalar. In the vector case it must be two elements and no more. As there are 3 rows in the table the evaluation of the first row fails as it sees a vector with three elements as the first argument to poisson.test.
How can I reference Events in such a way that it provides only the scalar value associated with that row? (I've tried Events[1] but that just uses the first row in datab for obvious reasons.)

data.table backward rolling join between integer and numeric columns

Came across an unexpected behavior today involving data.table's rolling join. I want to do a rolling join between an integer type column and a numeric type column. The forward roll works as I expected but the backwards roll doesn't.
dt1<-data.table(x=as.integer(c(1,2)))
dt2<-data.table(x=c(1.5))
setkey(dt1, "x")
setkey(dt2, "x")
dt1[dt2, roll=TRUE] #Expected behavior
x
1: 1
dt1[dt2, roll=-Inf] #Unexpected behavior
x
1: 1
Is this a bug or is this behavior documented? Just guessing but it looks like data.table is casting the numeric column to an integer internally instead of casting the integer column to numeric.
This is expected behavior, albeit with a buried warning. What happens is that dt2$x is coerced to an integer, so neither of your rolls is doing anything and it's a straight up merge with the value of 1.
To see the warning use verbose=TRUE:
dt1[dt2, verbose = TRUE]
#Coercing 'double' column i.'x' to 'integer' to match type of x.'x'. Please avoid coercion for efficiency.
#Starting bmerge ...done in 0 secs
# x
#1: 1

R data.table transform with row explosion

I would like to split one row into two (or more) rows when the cumsum of one of the column breaks the period.
Is there any elegant way to perform such specific row explosion using data.table?
Do not focus on cumsum (which I used in reversed order to have cumsum from most recent row to the oldest one), strictly speaking I want transform dt into rdt from code below.
# current data
dt <- data.table(
time_id = 101:110,
desc = c('asd','qwe','xyz','qwe','qwe','xyz','asd','asd','qwe','asd'),
value = c(5.5,3.5,14,0.7,6,5.5,9.3,29.8,4,7.2)
)
dt[, cum_value_from_now := rev(cumsum(rev(value)))]
period_width <- 10
dt[, value_period := ceiling(cum_value_from_now/period_width)*period_width]
dt
# expected result
rdt <- data.table(
time_id = c(101,102,103,103,104,105,105,106,107,107,108,108,108,108,109,109,110),
desc = c('asd','qwe','xyz','xyz','qwe','qwe','qwe','xyz','asd','asd','asd','asd','asd','asd','qwe','qwe','asd'),
value = c(5.5,3.5,6.5,7.5,0.7,1.8,4.2,5.5,0.3,9,1,10,10,8.8,1.2,2.8,7.2)
)[, cum_value_from_now := rev(cumsum(rev(value)))][, value_period := ceiling(cum_value_from_now/period_width)*period_width]
rdt
# validation
all.equal(
dt[,list(time_id,desc,value)],
rdt[,list(value = sum(value)), by=c('time_id','desc')]
)
edit: I realized my question is not explained well the transformation I want to perform. To better understand the breaks the period meaning please take a look at my rdt the cum_value_from_now values from the last to first. Each value_period is completely filled by cumsum on value, the rest of value is produced as new row (if value is big enough then it is produced to multiple rows) to fit into next period(s). Thanks
First, you seem to be applying your rules inconsistently. If "breaking the period" means that a row has value_period different from the previous row, then row 2 breaks the period, but you do not treat it that way.
Second, you never explain the partitioning of value. For instance, row 3 has value=14. This is replaced in rdt with two rows with values 6.5 and 7.5. These add to 14 all right, but there is no explanation of why this should be 6.5 and 7.5, rather than, say, 7 and 7. So in the solution below I partition equally.
The code below produces a result which passes your test, but it is not quite the same as your rdt, due to the above-mentioned problems with your question.
dt[,diff:=c(-diff(value_period)/10,0)]
rdt <- dt[,list(value=as.numeric(rep(value/(diff+1),diff+1))),
by=list(time_id,desc,cum_value_from_now, value_period)]
all.equal(
dt[,list(time_id,desc,value)],
rdt[,list(value = sum(value)), by=c('time_id','desc')]
)
# [1] TRUE

Using .I to return row numbers with data.table package

Would someone please explain to me the correct usage of .I for returning the row numbers of a data.table?
I have data like this:
require(data.table)
DT <- data.table(X=c(5, 15, 20, 25, 30))
DT
# X
# 1: 5
# 2: 15
# 3: 20
# 4: 25
# 5: 30
I want to return a vector of row indices where a condition in i is TRUE, e.g. which rows have an X greater than 20.
DT[X > 20]
# rows 4 & 5 are greater than 20
To get the indices, I tried:
DT[X > 20, .I]
# [1] 1 2
...but clearly I am doing it wrong, because that simply returns a vector containing 1 to the number of returned rows. (Which I thought was pretty much what .N was for?).
Sorry if this seems extremely basic, but all I have been able to find in the data.table documentation is WHAT .I and .N do, not HOW to use them.
If all you want is the row numbers rather than the rows themselves, then use which = TRUE, not .I.
DT[X > 20, which = TRUE]
# [1] 4 5
That way you get the benefits of optimization of i, for example fast joins or using an automatic index. The which = TRUE makes it return early with just the row numbers.
Here's the manual entry for the which argument inside data.table :
TRUE returns the row numbers of x that i matches to. If NA, returns
the row numbers of i that have no match in x. By default FALSE and the
rows in x that match are returned.
Explanation:
Notice there is a specific relationship between .I and the i = .. argument in DT[i = .., j = .., by = ..]
Namely, .I is a vector of row numbers of the subsetted table.
### Lets create some sample data
set.seed(1)
LL <- sample(LETTERS[1:5], 20, TRUE)
DT <- data.table(X=LL)
look at the difference between subsetting the whole table, and subsetting just .I
DT[X == "B", .I]
# [1] 1 2 3 4 5 6
DT[ , .I[X == "B"] ]
# [1] 1 2 5 11 14 19
Sorry if this seems extremely basic, but all I have been able to find in the data.table documentation is WHAT .I and .N do, not HOW to use them.
First let's check the documentation. I typed ?data.table and searched for .I. Here's what's there :
Advanced: When grouping, symbols .SD, .BY, .N, .I and .GRP may be used
in the j expression, defined as follows.
.I is an integer vector equal to seq_len(nrow(x)). While grouping, it
holds for each item in the group its row location in x. This is
useful to subset in j; e.g. DT[, .I[which.max(somecol)], by=grp].
Emphasis added by me here. The original intention was for .I to be used while grouping. Note that there is in fact an example there in the documentation of HOW to use .I.
You aren't grouping.
That said, what you tried was reasonable. Over time these symbols have become to be used when not grouping as well. There might be a case that .I should return what you expected. I can see that using .I in j together with both i and by could be useful. Currently .I doesn't seem helpful when i is present, as you pointed out.
Using the which() function is good but might then circumvent optimization in i (which() needs a long logical input which has to be created and passed to it). Using the which=TRUE argument is good but then just returns the row numbers (you couldn't then do something with those row numbers in j by group).
Feature request #1494 filed to discuss changing .I to work the way you expected. The documentation does contain the words "its row location in x" which would imply what you expected since x is the whole data.table.
Alternatively,
DataTable[ , which(X>10) ]
is probably easier to understand and more idiomatically R.

data.table join and j-expression unexpected behavior

In R 2.15.0 and data.table 1.8.9:
d = data.table(a = 1:5, value = 2:6, key = "a")
d[J(3), value]
# a value
# 3 4
d[J(3)][, value]
# 4
I expected both to produce the same output (the 2nd one) and I believe they should.
In the interest of clearing up that this is not a J syntax issue, same expectation applies to the following (identical to the above) expressions:
t = data.table(a = 3, key = "a")
d[t, value]
d[t][, value]
I would expect both of the above to return the exact same output.
So let me rephrase the question - why is (data.table designed so that) the key column printed out automatically in d[t, value]?
Update (based on answers and comments below): Thanks #Arun et al., I understand the design-why now. The reason the above prints the key is because there is a hidden by present every time you do a data.table merge via the X[Y] syntax, and that by is by the key. The reason it's designed this way seems to be the following - since the by operation has to be performed when merging, one might as well take advantage of that and not do another by if you are going to do that by the key of the merge.
Now that said, I believe that's a syntax design flaw. The way I read data.table syntax d[i, j, by = b] is
take d, apply the i operation (be that subsetting or merging or whatnot), and then do the j expression "by" b
The by-without-by breaks this reading and introduces cases one has to think about specifically (am I merging on i, is by just the key of the merge, etc). I believe this should be the job of the data.table - the commendable effort to make data.table faster in one particular case of the merge, when the by is equal to the key, should be done in an alternative way (e.g. by checking internally if the by expression is actually the key of the merge).
Edit number Infinity: Faq 1.12 exactly answers your question: (Also useful/relevant is FAQ 1.13, not pasted here).
1.12 What is the difference between X[Y] and merge(X,Y)?
X[Y] is a join, looking up X's rows using Y (or Y's key if it has one) as an index. Y[X] is a join, looking up Y's rows using X (or X's key if it has one) as an index. merge(X,Y)1 does both ways at the same time. The number of rows of X[Y] and Y[X] usually dier; whereas the number of rows returned by merge(X,Y) and merge(Y,X) is the same. BUT that misses the main point. Most tasks require something to be done on the data after a join or merge. Why merge all the columns of data, only to use a small subset of them afterwards?
You may suggest merge(X[,ColsNeeded1],Y[,ColsNeeded2]), but that takes copies of the subsets of data, and it requires the programmer to work out which columns are needed. X[Y,j] in data.table does all that in one step for you. When you write X[Y,sum(foo*bar)], data.table
automatically inspects the j expression to see which columns it uses. It will only subset those columns only; the others are ignored. Memory is only created for the columns the j uses, and Y columns enjoy standard R recycling rules within the context of each group. Let's say foo is in X, and bar is in Y (along with 20 other columns in Y). Isn't X[Y,sum(foo*bar)] quicker to program and quicker to run than a merge followed by a subset?
Old answer which did nothing to answer the OP's question (from OP's comment), retained here because I believe it does).
When you give a value for j like d[, 4] or d[, value] in data.table, the j is evaluated as an expression. From the data.table FAQ 1.1 on accessing DT[, 5] (the very first FAQ) :
Because, by default, unlike a data.frame, the 2nd argument is an expression which is evaluated within the scope of DT. 5 evaluates to 5.
The first thing, therefore, to understand is, in your case:
d[, value] # produces a "vector"
# [1] 2 3 4 5 6
This is not different when the query for i is a basic indexing like:
d[3, value] # produces a vector of length 1
# [1] 4
However, this is different when i is by itself a data.table. From data.table introduction (page 6):
d[J(3)] # is equivalent to d[data.table(a = 3)]
Here, you are performing a join. If you just do d[J(3)] then you'd get all columns corresponding to that join. If you do,
d[J(3), value] # which is equivalent to d[J(3), list(value)]
Since you say this answer does nothing to answer your question, I'll point where the answer to your "rephrased" question, I believe, lies: ---> then you'd get just that column, but since you're performing a join, the key column will also be output'd (as it's a join between two tables based on the key column).
Edit: Following your 2nd edit, If your question is why so?, then I'd reluctantly (or rather ignorantly) answer, Matthew Dowle designed so to differentiate between a data.table join-based-subset and a index-based-subsetting operation.
Your second syntax is equivalent to:
d[J(3)][, value] # is equivalent to:
dd <- d[J(3)]
dd[, value]
where, again, in dd[, value], j is evaluated as an expression and therefore you get a vector.
To answer your 3rd modified question: for the 3rd time, it's because it is a JOIN between two data.tables based on the key column. If I join two data.tables, I'd expect a data.table
From data.table introduction, once again:
Passing a data.table into a data.table subset is analogous to A[B] syntax in base R where A is a matrix and B is a 2-column matrix. In fact, the A[B] syntax in base R inspired the data.table package.
As of data.table 1.9.3, the default behavior has been changed and the examples below produce the same result. To get the by-without-by result, one now has to specify an explicit by=.EACHI:
d = data.table(a = 1:5, value = 2:6, key = "a")
d[J(3), value]
#[1] 4
d[J(3), value, by = .EACHI]
# a value
#1: 3 4
And here's a slightly more complicated example, illustrating the difference:
d = data.table(a = 1:2, b = 1:6, key = 'a')
# a b
#1: 1 1
#2: 1 3
#3: 1 5
#4: 2 2
#5: 2 4
#6: 2 6
# normal join
d[J(c(1,2)), sum(b)]
#[1] 21
# join with a by-without-by, or by-each-i
d[J(c(1,2)), sum(b), by = .EACHI]
# a V1
#1: 1 9
#2: 2 12
# and a more complicated example:
d[J(c(1,2,1)), sum(b), by = .EACHI]
# a V1
#1: 1 9
#2: 2 12
#3: 1 9
This is not unexpected behaviour, it is documented behaviour. Arun has done a good job of explaining and demonstrating in the FAQ where this is clearly documented.
there is a feature request FR 1757 that proposes the use of the drop argument in this case
When implemented, the behaviour you want might be coded
d = data.table(a = 1:5, value = 2:6, key = "a")
d[J(3), value, drop = TRUE]
I agree with Arun's answer. Here's another wording: After you do a join, you often will use the join column as a reference or as an input to further transformation. So you keep it, and you have an option to discard it with the (more roundabout) double [ syntax. From a design perspective, it is easier to keep frequently relevant information and then discard when desired, than to discard early and risk losing data that is difficult to reconstruct.
Another reason that you'd want to keep the join column is that you can perform aggregate operations at the same time as you perform a join (the by without by). For example, the results here are much clearer by including the join column:
d <- data.table(a=rep.int(1:3,2),value=2:7,other=100:105,key="a")
d[J(1:3),mean(value)]
# a V1
#1: 1 3.5
#2: 2 4.5
#3: 3 5.5

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