How to emulate SQL “partition by” in R?

2019-01-21 07:06发布

问题:

How can I do analytic functions like the Oracle ROW_NUMBER(), RANK(), or DENSE_RANK() functions (see http://www.orafaq.com/node/55) on a R data frame? The CRAN package "plyr" is very close but is still different.

I agree that the functionality of each function can potentially be achieved in an ad-hoc fashion. But my main concern is the performance. It would be good to avoid using join or indexing access, for the sake of memory and speed.

回答1:

The data.table package, especially starting with version 1.8.1, offers much of the functionality of partition in SQL terms. rank(x, ties.method = "min") in R is similar to Oracle RANK(), and there's a way using factors (described below) to mimic the DENSE_RANK() function. A way to mimic ROW_NUMBER should be obvious by the end.

Here's an example: Load the latest version of data.table from R-Forge:

install.packages("data.table",
  repos= c("http://R-Forge.R-project.org", getOption("repos")))

library(data.table)

Create some example data:

set.seed(10)

DT<-data.table(ID=seq_len(4*3),group=rep(1:4,each=3),value=rnorm(4*3),
  info=c(sample(c("a","b"),4*2,replace=TRUE),
  sample(c("c","d"),4,replace=TRUE)),key="ID")

> DT
    ID group       value info
 1:  1     1  0.01874617    a
 2:  2     1 -0.18425254    b
 3:  3     1 -1.37133055    b
 4:  4     2 -0.59916772    a
 5:  5     2  0.29454513    b
 6:  6     2  0.38979430    a
 7:  7     3 -1.20807618    b
 8:  8     3 -0.36367602    a
 9:  9     3 -1.62667268    c
10: 10     4 -0.25647839    d
11: 11     4  1.10177950    c
12: 12     4  0.75578151    d

Rank each ID by decreasing value within group (note the - in front of value to denote decreasing order):

> DT[,valRank:=rank(-value),by="group"]
    ID group       value info valRank
 1:  1     1  0.01874617    a       1
 2:  2     1 -0.18425254    b       2
 3:  3     1 -1.37133055    b       3
 4:  4     2 -0.59916772    a       3
 5:  5     2  0.29454513    b       2
 6:  6     2  0.38979430    a       1
 7:  7     3 -1.20807618    b       2
 8:  8     3 -0.36367602    a       1
 9:  9     3 -1.62667268    c       3
10: 10     4 -0.25647839    d       3
11: 11     4  1.10177950    c       1
12: 12     4  0.75578151    d       2

For DENSE_RANK() with ties in the value being ranked, you could convert the value to a factor and then return the underlying integer values. For example, ranking each ID based on info within group (compare infoRank with infoRankDense):

DT[,infoRank:=rank(info,ties.method="min"),by="group"]
DT[,infoRankDense:=as.integer(factor(info)),by="group"]

R> DT
    ID group       value info valRank infoRank infoRankDense
 1:  1     1  0.01874617    a       1        1             1
 2:  2     1 -0.18425254    b       2        2             2
 3:  3     1 -1.37133055    b       3        2             2
 4:  4     2 -0.59916772    a       3        1             1
 5:  5     2  0.29454513    b       2        3             2
 6:  6     2  0.38979430    a       1        1             1
 7:  7     3 -1.20807618    b       2        2             2
 8:  8     3 -0.36367602    a       1        1             1
 9:  9     3 -1.62667268    c       3        3             3
10: 10     4 -0.25647839    d       3        2             2
11: 11     4  1.10177950    c       1        1             1
12: 12     4  0.75578151    d       2        2             2

p.s. Hi Matthew Dowle.


LEAD and LAG

For imitating LEAD and LAG, start with the answer provided here. I would create a rank variable based on the order of IDs within groups. This wouldn't be necessary with the fake data as above, but if the IDs are not in sequential order within groups, then this would make life a bit more difficult. So here's some new fake data with non-sequential IDs:

set.seed(10)

DT<-data.table(ID=sample(seq_len(4*3)),group=rep(1:4,each=3),value=rnorm(4*3),
  info=c(sample(c("a","b"),4*2,replace=TRUE),
  sample(c("c","d"),4,replace=TRUE)),key="ID")

DT[,idRank:=rank(ID),by="group"]
setkey(DT,group, idRank)

> DT
    ID group       value info idRank
 1:  4     1 -0.36367602    b      1
 2:  5     1 -1.62667268    b      2
 3:  7     1 -1.20807618    b      3
 4:  1     2  1.10177950    a      1
 5:  2     2  0.75578151    a      2
 6: 12     2 -0.25647839    b      3
 7:  3     3  0.74139013    c      1
 8:  6     3  0.98744470    b      2
 9:  9     3 -0.23823356    a      3
10:  8     4 -0.19515038    c      1
11: 10     4  0.08934727    c      2
12: 11     4 -0.95494386    c      3

Then to get the values of the previous 1 record, use the group and idRank variables and subtract 1 from the idRank and use the multi = 'last' argument. To get the value from the record two entries above, subtract 2.

DT[,prev:=DT[J(group,idRank-1), value, mult='last']]
DT[,prev2:=DT[J(group,idRank-2), value, mult='last']]

    ID group       value info idRank        prev      prev2
 1:  4     1 -0.36367602    b      1          NA         NA
 2:  5     1 -1.62667268    b      2 -0.36367602         NA
 3:  7     1 -1.20807618    b      3 -1.62667268 -0.3636760
 4:  1     2  1.10177950    a      1          NA         NA
 5:  2     2  0.75578151    a      2  1.10177950         NA
 6: 12     2 -0.25647839    b      3  0.75578151  1.1017795
 7:  3     3  0.74139013    c      1          NA         NA
 8:  6     3  0.98744470    b      2  0.74139013         NA
 9:  9     3 -0.23823356    a      3  0.98744470  0.7413901
10:  8     4 -0.19515038    c      1          NA         NA
11: 10     4  0.08934727    c      2 -0.19515038         NA
12: 11     4 -0.95494386    c      3  0.08934727 -0.1951504

For LEAD, add the appropriate offset to the idRank variable and switch to multi = 'first':

DT[,nex:=DT[J(group,idRank+1), value, mult='first']]
DT[,nex2:=DT[J(group,idRank+2), value, mult='first']]

    ID group       value info idRank        prev      prev2         nex       nex2
 1:  4     1 -0.36367602    b      1          NA         NA -1.62667268 -1.2080762
 2:  5     1 -1.62667268    b      2 -0.36367602         NA -1.20807618         NA
 3:  7     1 -1.20807618    b      3 -1.62667268 -0.3636760          NA         NA
 4:  1     2  1.10177950    a      1          NA         NA  0.75578151 -0.2564784
 5:  2     2  0.75578151    a      2  1.10177950         NA -0.25647839         NA
 6: 12     2 -0.25647839    b      3  0.75578151  1.1017795          NA         NA
 7:  3     3  0.74139013    c      1          NA         NA  0.98744470 -0.2382336
 8:  6     3  0.98744470    b      2  0.74139013         NA -0.23823356         NA
 9:  9     3 -0.23823356    a      3  0.98744470  0.7413901          NA         NA
10:  8     4 -0.19515038    c      1          NA         NA  0.08934727 -0.9549439
11: 10     4  0.08934727    c      2 -0.19515038         NA -0.95494386         NA
12: 11     4 -0.95494386    c      3  0.08934727 -0.1951504          NA         NA


回答2:

From data.table v1.9.5+, function frank() (for fast rank) has been implemented. frank() is useful in interactive scenarios, where as frankv() allows to easily program with.

It implements every operation available in base::rank. In addition, the advantages are:

  • frank() operates on list, data.frames and data.tables in addition to atomic vectors.

  • We can specify, for each column, whether rank should be computed on increasing or decreasing order.

  • It also implements rank type dense in addition to other types in base.

  • You can use - on a character column as well to rank by decreasing order.

Here's an illustration of all the above points using the same data.table DT from @BenBarnes' (excellent) post.

data:

require(data.table)
set.seed(10)
sample_n <- function(x, n) sample(x, n, replace=TRUE)
DT <- data.table(
        ID = seq_len(4*3),
        group = rep(1:4,each=3),
        value = rnorm(4*3),
        info = c(sample_n(letters[1:2], 8), sample_n(letters[3:4], 4)))

On single columns:

  • Compute dense rank:

    DT[, rank := frank(value, ties.method="dense"), by=group]
    

You can also use the other methods min, max, random, average and first.

  • In decreasing order:

    DT[, rank := frank(-value, ties.method="dense"), by=group]
    
  • Using frankv, similar to frank:

    # increasing order
    frankv(DT, "value", ties.method="dense")
    
    # decreasing order
    frankv(DT, "value", order=-1L, ties.method="dense")
    

On multiple columns

You can use .SD, which stands for Subset of Data and contains the data corresponding to that group. See the Introduction to data.table HTML vignette for more on .SD.

  • Rank by info, value columns while grouping by group:

    DT[, rank := frank(.SD,  info, value, ties.method="dense"), by=group]
    
  • Use - to specify decreasing order:

    DT[, rank := frank(.SD,  info, -value, ties.method="dense"), by=group]
    
  • You can also use - directly on character columns

    DT[, rank := frank(.SD, -info, -value, ties.method="dense"), by=group]
    

You can use frankv similarly and provide the columns to cols argument and the order by which the columns should be ranked using the order argument.


Small benchmark to compare with base::rank:

set.seed(45L)
x = sample(1e4, 1e7, TRUE)
system.time(ans1 <- base::rank(x, ties.method="first"))
#    user  system elapsed 
#  22.200   0.255  22.536 
system.time(ans2 <- frank(x, ties.method="first"))
#    user  system elapsed 
#   0.745   0.014   0.762 
identical(ans1, ans2) # [1] TRUE


回答3:

I like data.table as much as the next guy, but it isn't always necessary. data.table will always be faster, but even for moderately large data sets if the number of groups is fairly small, plyr will still perform adequately.

What BenBarnes did using data.tables can be done just as compactly (but as I noted before probably slower in many cases) using plyr:

library(plyr)                
ddply(DT,.(group),transform,valRank = rank(-value))
ddply(DT,.(group),transform,valRank = rank(info,ties.method = "min"),
                            valRankDense = as.integer(factor(info)))

and even without loading a single extra package at all:

do.call(rbind,by(DT,DT$group,transform,valRank = rank(-value)))
do.call(rbind,by(DT,DT$group,transform,valRank = rank(info,ties.method = "min"),
                                        valRankDense = as.integer(factor(info))))

although you do lose some of the syntactic niceties in that last case.



回答4:

I don't think there's a direct equivalent to Oracle's Analytic functions. Plyr will likely be able to achieve some of the analytic functions, but not all directly. I'm sure R can replicate each function separately but I don't think there's a single package that will do it all.

If there's a specific operation you need to achieve in R, then do some googling, and if you come up empty, ask a specific question here on StackOverflow.