[R-Forge #2412] suffix argument in merge doesn't work

[joshuaulrich]

Submitted by: Alex Chernyakov
Assigned to: Nobody
R-Forge link

When trying to merge to xts objects, it doesn't look like the suffixes arg is working properly:

require(xts)
x <- xts(1:10, seq.Date(from=as.Date('2012-01-01'), len=10, by=1))
y <- xts(11:20, seq.Date(from=as.Date('2012-01-01'), len=10, by=1))

names(x) <- 'x'
names(y) <- 'x'

merge(x,y,suffixes=c('truex', 'truey'))

            x x.1
2012-01-01  1  11
2012-01-02  2  12
2012-01-03  3  13
2012-01-04  4  14
2012-01-05  5  15
2012-01-06  6  16
2012-01-07  7  17
2012-01-08  8  18
2012-01-09  9  19
2012-01-10 10  20

[joshuaulrich]

The current solution is not consistent with merge.zoo(). The first suffix should be applied to all the columns in the first object, the second suffix to all the columns in the second object, etc.

library(xts) 
a <- data.frame(alpha=1:10, beta=2:11) 
xts1 <- xts(x=a, order.by=Sys.Date() - 1:10) 
b <- data.frame(alpha=3:12, beta=4:13) 
xts2 <- xts(x=b, order.by=Sys.Date() - 1:10) 
c <- data.frame(alpha=5:14, beta=6:15) 
xts3 <- xts(x=c, order.by=Sys.Date() - 1:10)                                               

merge(xts1, xts2, xts3, suffixes=c("A", "B", "C"))                                         
##            alpha.A beta.B alpha.C beta.A alpha.B beta.C
## 2022-05-12      10     11      12     13      14     15
## 2022-05-13       9     10      11     12      13     14
## 2022-05-14       8      9      10     11      12     13
## 2022-05-15       7      8       9     10      11     12
## 2022-05-16       6      7       8      9      10     11
## 2022-05-17       5      6       7      8       9     10
## 2022-05-18       4      5       6      7       8      9
## 2022-05-19       3      4       5      6       7      8
## 2022-05-20       2      3       4      5       6      7
## 2022-05-21       1      2       3      4       5      6

merge.zoo(xts1, xts2, xts3, suffixes=c("A", "B", "C"))                                     
           alpha.A beta.A alpha.B beta.B alpha.C beta.C
## 2022-05-12      10     11      12     13      14     15
## 2022-05-13       9     10      11     12      13     14
## 2022-05-14       8      9      10     11      12     13
## 2022-05-15       7      8       9     10      11     12
## 2022-05-16       6      7       8      9      10     11
## 2022-05-17       5      6       7      8       9     10
## 2022-05-18       4      5       6      7       8      9
## 2022-05-19       3      4       5      6       7      8
## 2022-05-20       2      3       4      5       6      7
## 2022-05-21       1      2       3      4       5      6

[stucash]

Hi Joshua, sorry it took me some time to revert back. I've tried the fix and it exceeded my expectation (in a good way). When I was doing merge.zoo, the zoo object returned didn't really give me much information about each element's data type; xts though, has shown me just that and led me to re-evaluate my input argument, which was a xts object of mixed data type.

library(xts) 
a.int <- data.frame(alpha=1:10, beta=2:11) 
xts1.int <- xts(x=a.int, order.by=Sys.Date() - 1:10) 
b.int <- data.frame(alpha=3:12, beta=4:13) 
xts2.int <- xts(x=b.int, order.by=Sys.Date() - 1:10) 
c.int <- data.frame(alpha=5:14, beta=6:15) 
xts3.int <- xts(x=c.int, order.by=Sys.Date() - 1:10)    

a.int.str <- data.frame(alpha=1:10, beta=2:11, gamma="gamma") 
xts1.int.str <- xts(x=a.int.str, order.by=Sys.Date() - 1:10) 
b.int.str <- data.frame(alpha=3:12, beta=4:13, gamma="gamma") 
xts2.int.str <- xts(x=b.int.str, order.by=Sys.Date() - 1:10) 
c.int.str <- data.frame(alpha=5:14, beta=6:15, gamma="gamma") 
xts3.int.str <- xts(x=c.int.str, order.by=Sys.Date() - 1:10)

library(zoo)
zoo1.int <- zoo(x=a.int, order.by=Sys.Date() - 1:10) 
zoo2.int <- zoo(x=b.int, order.by=Sys.Date() - 1:10) 
zoo3.int <- zoo(x=c.int, order.by=Sys.Date() - 1:10)    

zoo1.int.str <- zoo(x=a.int.str, order.by=Sys.Date() - 1:10) 
zoo2.int.str <- zoo(x=b.int.str, order.by=Sys.Date() - 1:10) 
zoo3.int.str <- zoo(x=c.int.str, order.by=Sys.Date() - 1:10)

> merge.xts(xts1.int.str, xts2.int.str, xts3.int.str, suffixes=c("A", "B", "C")) -> xts.merged
          alpha.A beta.A gamma.A alpha.B beta.B gamma.B alpha.C beta.C gamma.C
2022-06-20 "10"    "11"   "gamma" "12"    "13"   "gamma" "14"    "15"   "gamma"
2022-06-21 " 9"    "10"   "gamma" "11"    "12"   "gamma" "13"    "14"   "gamma"
2022-06-22 " 8"    " 9"   "gamma" "10"    "11"   "gamma" "12"    "13"   "gamma"
2022-06-23 " 7"    " 8"   "gamma" " 9"    "10"   "gamma" "11"    "12"   "gamma"
2022-06-24 " 6"    " 7"   "gamma" " 8"    " 9"   "gamma" "10"    "11"   "gamma"
2022-06-25 " 5"    " 6"   "gamma" " 7"    " 8"   "gamma" " 9"    "10"   "gamma"
2022-06-26 " 4"    " 5"   "gamma" " 6"    " 7"   "gamma" " 8"    " 9"   "gamma"
2022-06-27 " 3"    " 4"   "gamma" " 5"    " 6"   "gamma" " 7"    " 8"   "gamma"
2022-06-28 " 2"    " 3"   "gamma" " 4"    " 5"   "gamma" " 6"    " 7"   "gamma"
2022-06-29 " 1"    " 2"   "gamma" " 3"    " 4"   "gamma" " 5"    " 6"   "gamma"

> merge.zoo(zoo1.int.str, zoo2.int.str, zoo3.int.str, suffixes=c("A", "B", "C")) -> zoo.merged
         alpha.A beta.A gamma.A alpha.B beta.B gamma.B alpha.C beta.C gamma.C
2022-06-21 10      11     gamma   12      13     gamma   14      15     gamma  
2022-06-22  9      10     gamma   11      12     gamma   13      14     gamma  
2022-06-23  8       9     gamma   10      11     gamma   12      13     gamma  
2022-06-24  7       8     gamma    9      10     gamma   11      12     gamma  
2022-06-25  6       7     gamma    8       9     gamma   10      11     gamma  
2022-06-26  5       6     gamma    7       8     gamma    9      10     gamma  
2022-06-27  4       5     gamma    6       7     gamma    8       9     gamma  
2022-06-28  3       4     gamma    5       6     gamma    7       8     gamma  
2022-06-29  2       3     gamma    4       5     gamma    6       7     gamma  
2022-06-30  1       2     gamma    3       4     gamma    5       6     gamma  

> class(coredata(xts.merged)[1,"alpha.A"])
# output
[1] "character"
> class(coredata(zoo.merged)[1,"alpha.A"])
# output
[1] "character"

They are both of character type however zoo had a different output format, probably.

Thanks for the swift fix.

[joshuaulrich]

Awesome, thanks for confirming it's fixed for you!