Rolling Joins

Sometimes there are tables to be joined that can be merged on factor identifiers (site, species, etc) but also on a continuously increasing variable (survey integer, but especially a date).

When there are no exact matches for the continuous index variable, the merge can either return no result (NA), in a strict matching procedure.

If it is desirable to have some information rather than none, you can use a roll join.

There are two main options for rolling joins: - Last Observation Carried Forward (LOCF) - nearest value

The data.table package handles these in an easy way as an option on the merge syntax.

We can use the Bee database, and some weather data to create two timeseries to use:

library(RMariaDB)
library(data.table)
library(rnoaa)

con <- dbConnect(RMariaDB::MariaDB(), host = '',  dbname='', user = "", password = '', port=)

colls <- dbReadTable(con, "collection_event")
mytoken <- 'QrKTCPmNwJWXxFhpLHijBfXPIRShBAiv'

out <- ncdc(datasetid='GHCND', 
		stationid='GHCND:USC00218450', 
		datatypeid='PRCP', 
		startdate = '2014-07-01', 
		enddate = '2014-08-30', 
		limit=500, token = mytoken)

str(out)

outdat <- as.data.table(out$data)
colls

# eliminate precip records with no observed precip
prcp <- outdat[value > 0]

If our objective is to find the nearest date when there was some precipitation.

One problem that arises constantly in data management is date type matching.


# have to match date fields...
class(prcp$date)
class(colls$fdate)

prcp$date

# as.Date
?as.Date
as.Date(prcp$date)

?as.POSIXct
as.POSIXct(prcp$date)

strptime(prcp$date, '%Y-%m-%dT%H:%M:%S')

library(lubridate)
ymd_hms(prcp$date)
ymd(prcp$date)

Once we have matched formats, we can try to join:

# data table: modify inside brackets
prcp[, date := as.Date(date)]
# Base way: assign
# prcp$date <- as.Date(prcp$date)

Join or merge without roll - only matches on exact dates in X and Y (inner join)

noroll <- prcp[colls, on = .(date = fdate), nomatch = 0]

Join with roll: take nearest matching date

rolldat <- prcp[colls, on = .(date = fdate), roll = 'nearest']

Join with roll: only take nearest PRIOR to survey (LOCF)

rolldat2 <- prcp[colls, on = .(date = fdate), roll = T]
colls
prcp
rolldat2