inexact_join()

The set of inexact_join() functions maps directly onto the set of dplyr::join() functions:

• Mutating joins: inexact_inner_join(), inexact_left_join(), inexact_right_join(), inexact_full_join()
• Filtering joins: inexact_semi_join(), and inexact_anti_join()
• Nesting joins: inexact_nest_join()

Here we will focus specifically on inexact_left_join(). For the differences between the functions, see dplyr::join().

join() functions take two data sets and join them based on matching values of a set of shared variables.

left_df <- data.frame(
  i = c(1, 1, 1, 2, 2, 2),
  t = c(1, 2, 3, 1, 2, 3),
  v1 = 1:6
)
right_df <- data.frame(
  i = c(1, 1, 1, 2, 2, 2),
  t = c(0, 2, 4, 0, 2, 4),
  v2 = 7:12
)

# It automatically detects that i and t are the shared variables
# and finds two combinations of those in left_df that are also
# in right_df: i = 1, t = 2, and i = 2, t = 2. So it brings the
# v2 values it can match up in to the joined data.
# Other observations don't find a match
left_join(left_df, right_df)
#>   i t v1 v2
#> 1 1 1  1 NA
#> 2 1 2  2  8
#> 3 1 3  3 NA
#> 4 2 1  4 NA
#> 5 2 2  5 11
#> 6 2 3  6 NA

However, it is common (especially in a panel data context) to want to join two data frames where one of the variables does not line up exactly. For example, maybe we want those t = 1 values in left_df to pick up the t = 0 values in right_df.

We can do this, in a few different ways with an inexact_join():

inexact_left_join(x, y,
  by = NULL,
  copy = FALSE,
  suffix = c(".x", ".y"),
  ...,
  var = NULL,
  jvar = NULL,
  method,
  exact = TRUE
)

The first arguments: x, y, by, copy, suffix, ..., are standard arguments to be passed to left_join(). x and y are our left-hand and right-hand data sets, respectively. See dplyr::left_join() for the rest.

We’ve added on here var, jvar, method, and exact.

var is the variable in the left-hand data set that you would like to match inexactly on, and jvar is the variable(s) in the right-hand data set that you would like to match inexactly on. It’s important that the names of these variables aren’t shared, because the resulting data set will show how var and jvar line up. So let’s prepare our data by renaming t in right_df to something else so it’s not t in both data sets.

right_df <- right_df %>%
  rename(t_right = t)

method determines how var and jvar will be matched up.

• method = "last" matches var to the closest value of jvar that is lower, so those t = 1 observations will get matched to t_right = 0, and t = 3 will get matched to t_right = 2 (meaning that t_right = 2 will get matched to both t = 2 and t = 3):

inexact_left_join(left_df,
  right_df,
  var = t, jvar = t_right,
  method = "last"
)
#>   i t v1 t_right v2
#> 1 1 1  1       0  7
#> 2 1 2  2       2  8
#> 3 1 3  3       2  8
#> 4 2 1  4       0 10
#> 5 2 2  5       2 11
#> 6 2 3  6       2 11

• method = "next" matches var to the closest value of jvar that is higher, so now t = 1 will get matched to t_right = 2, and t = 3 will get matched to t_right = 4:

inexact_left_join(left_df,
  right_df,
  var = t, jvar = t_right,
  method = "next"
)
#>   i t v1 t_right v2
#> 1 1 1  1       2  8
#> 2 1 2  2       2  8
#> 3 1 3  3       4  9
#> 4 2 1  4       2 11
#> 5 2 2  5       2 11
#> 6 2 3  6       4 12

• method = "closest" will match var to the closest value of jvar in either direction. If there’s a tie, it will pick the lower value of jvar. So now t = 1 will pick t_right = 0 (out of a tie between 0 and 2), and t = 3 will match to t = 2:

inexact_left_join(left_df,
  right_df,
  var = t, jvar = t_right,
  method = "closest"
)
#>   i t v1 t_right v2
#> 1 1 1  1       0  7
#> 2 1 2  2       2  8
#> 3 1 3  3       2  8
#> 4 2 1  4       0 10
#> 5 2 2  5       2 11
#> 6 2 3  6       2 11

• Finally, method = "between" is for matching var to a set of two jvars that define the beginning and end of a range. Make sure that the ranges are non-overlapping within the joining variables, or else you will get strange results (specifically, it should join to the earliest-starting range). So now, given the way we define t_bottom and t_top below, t = 1 should go in the range t_bottom = 0, t_top = 2, and t = 2 and t = 3 should both go in the range t_bottom = 2, t_top = 4.

right_df <- right_df %>%
  rename(t_bottom = t_right) %>%
  mutate(t_top = t_bottom + 2)

inexact_left_join(left_df,
  right_df,
  var = t, jvar = c(t_bottom, t_top),
  method = "between"
)
#>   i t v1 t_bottom v2 t_top
#> 1 1 1  1        0  7     2
#> 2 1 2  2        2  8     4
#> 3 1 3  3        2  8     4
#> 4 2 1  4        0 10     2
#> 5 2 2  5        2 11     4
#> 6 2 3  6        2 11     4

So that leaves us with exact. exact determines whether or not an exact match is an acceptable match, and interprets "last" as “this value or earlier” and "next" as “this value or later”. Generally, for joining purposes, you’ll want this to be TRUE. But perhaps you don’t! Maybe you want “earlier” or “later” only to get something like “the most recent previous value” for method = "last". In that case, set this to FALSE.

In the case of method = "between", it’s especially important to keep track of exact because it’s common for one range to start at the exact endpoint of another. If the end of one range is the exact start of another, exact = c(TRUE, FALSE) or exact = c(FALSE, TRUE) is recommended to avoid overlaps. Defaults to exact = c(TRUE, FALSE).

safe_join()

When joining two data sets x and y on a set of shared variables by, there are four ways in which they can be matched: one-to-many (by uniquely identifies rows in x but not y, so each observation in x will be matched to several in y), many-to-one (by uniquely identifies rows in y but not x, so each observation in y will be matched to several in x), one-to-one (by uniquely identifies rows in both x and y, so each observation in x will be matched to exactly one in y), and many-to-many (by does not uniquely identify rows in either x or y).

Unfortunately, when you perform a join() or inexact_join(), it doesn’t tell you which of those you’ve just done! This can be especially problematic if you’ve accidentally done a many-to-many join, since many-to-many join often leads to unexpected results.

safe_join() is a wrapper for all join() and inexact_join() functions which tells you whether you are, in fact, doing the join you expect to be doing, and returns an error if you’re not.

safe_join(x, y,
  expect = NULL,
  join = NULL,
  ...
)

x, y, and ... are the standard join()/inexact_join() arguments that you would normally use. See help(join, package = "dplyr") or the inexact_join section above to see what arguments might go in ... to pass through to those functions, such as suffix or var.

expect is a character variable where you specify the type of join you think you’re about to do. You can specify this either as one-to-many / many-to-one / one-to-one directly, or you can specify which of the two data sets (x or y) you think should be uniquely identified by the joining variables.

• expect = "1:1" or expect = c("x", "y") or expect = "xy" indicates that you anticipate to join one-to-one.
• expect = "m:1" or expect = “y”` indicates that you expect to join many-to-one.
• expect = "1:m" or "expect = "x" indicates that you expect to join one-to-many.
• expect = "no m:m" indicates that you don’t care whether you’re one-to-one, one-to-many, or many-to-one, as long as you’re not many-to-many.
• There is no expect option that allows you to run a many-to-many join.

safe_join() will return an error if your data do not match your expect selection.

If your data does match your expect option, then it will look to your join. join is the function for the join or inexact_join you’d like to run, for example join = inexact_left_join.

If run without a join specified, safe_join() will return TRUE if you’re good to go. If run with a join specified, then instead safe_join() will pass your data on to the function and actually run the join for you.

There is little reason to run any join() or inexact_join() without going through safe_join(). It will help you avoid some nasty surprises!

# left is panel data and i does not uniquely identify observations
left <- data.frame(
  i = c(1, 1, 2, 2),
  t = c(1, 2, 1, 2),
  a = 1:4
)
# right is individual-level data uniquely identified by i
right <- data.frame(
  i = c(1, 2),
  b = 1:2
)

# I think that I can do a one-to-one merge on i
# Forgetting that left is identified by i and t together
# So, this produces an error
try(
  safe_join(left, right, expect = "1:1", join = left_join)
)
#> Error in safe_join(left, right, expect = "1:1", join = left_join) : 
#>   The left-hand data set x is not uniquely identified by the joining variable i.

# If I realize I'm doing a many-to-one merge, that is correct,
# so safe_join will return TRUE if we don't specify a join
# or perform the join for us if we do
safe_join(left, right, expect = "m:1")
#> [1] TRUE
safe_join(left, right, expect = "m:1", join = left_join)
#>   i t a b
#> 1 1 1 1 1
#> 2 1 2 2 1
#> 3 2 1 3 2
#> 4 2 2 4 2

mutate_subset()

mutate_subset() is a function that performs a dplyr::summarize() command on a subset (.filter) of your data, and then takes the result and applies it to all observations in your data (or all observations within group, if grouped).

The most common use of this is to partially widen your data. Panel data can be stored in “wide” format, where there is one row per individual and, for each variable, one column per time period, or the more common (and assumed in pmdplyr) “long” format where there is one (or possibly more than one) row per individual/time period.

The benefit of wide data is that it makes it very easy to compare variables across wide stretches of time. How much has asset 1 increased in value from the beginning of the sample? Easy in wide data, a little trickier in long (although it could be done with a tlag(), see tlag() section).

If you only have a few such comparisons to make, mutate_subset() lets you make them without fully widening the data. Just make a “value at the beginning of the sample” variable, if that’s all you need, without having to bother fully widening.

Another common use is to make specific comparisons within groups. If I want to know how your earnings compare to the average earnings in your state, I can just do a within_i() calculation (see Additional Calculations section). But what if I want to know how your earnings compare to the average earnings of college graduates in your state? That’s harder. But mutate_subset() makes it easy.

mutate_subset(.df,
  ...,
  .filter,
  .group_i = TRUE,
  .i = NULL,
  .t = NULL,
  .d = NA,
  .uniqcheck = FALSE,
  .setpanel = TRUE
)

where .df is the data set being mutated and ... is a set of name-value pairs of expressions in the style of dplyr::mutate. Note that, since the idea here is to get a summary measure from a filtered group, expressions should be written such that they would be valid arguments in dplyr::summarize().

.filter is a logical condition that describes the observations that you want to perform the ... calculations on.

Let’s perform the analysis we described above, comparing an individual’s earnings to the average earnings of college graduates in their state:

df <- pibble(
  state = c("CA", "CA", "CA", "NV", "NV", "NV"),
  college = c(TRUE, TRUE, FALSE, TRUE, FALSE, FALSE),
  earn = c(1, 2, 3, 2, 3, 2),
  .i = state
)

df %>%
  # Calculate average earnings of college grads
  mutate_subset(college_earnings = mean(earn), .filter = college == TRUE) %>%
  # And compare to our own earnings
  mutate(earnings_vs_college = earn - college_earnings)
#> # A tibble: 6 x 5
#>   state college  earn college_earnings earnings_vs_college
#>   <chr> <lgl>   <dbl>            <dbl>               <dbl>
#> 1 CA    TRUE        1              1.5                -0.5
#> 2 CA    TRUE        2              1.5                 0.5
#> 3 CA    FALSE       3              1.5                 1.5
#> 4 NV    TRUE        2              2                   0  
#> 5 NV    FALSE       3              2                   1  
#> 6 NV    FALSE       2              2                   0

The rest of the options include .group_i (by default, if .i can be found, analysis will be performed within-individual. Set .group_i = FALSE to ignore this), and standard arguments related to declaring the panel structure of the data (.i, .t, .d, .uniqcheck, see the “pibble” section above). The .d = NA will become .d = 1 if either .i or .t are declared. .setpanel ensures that if you declare the panel structure in the mutate_subset() function, it will be maintained in the object you get back.

mutate_cascade()

mutate_cascade() performs dplyr::mutate() on a data set one time period at a time, in order, allowing the mutate from each time period to finish before moving on to the next one. The changes “cascade down” through time. This can be handy if your mutate() command makes reference to earlier time periods using (usually) tlag() (see below) and you want changes in one period to be passed down to the next.

In effect, you can think of mutate_cascade() as behaving much like cumsum(), cumprod(), cummax() or cummin(), except that it (1) respects the panel structure of the data, (2) works when you have multiple observations per .i/.t, (3) is much more flexible, and (4) is much slower.

As of this writing mutate_cascade() is pretty darn slow (after all, if you have T time periods, you’re running T separate mutate commands in a loop!), so be careful in using it.

mutate_cascade(.df,
  ...,
  .skip = TRUE,
  .backwards = FALSE,
  .group_i = TRUE,
  .i = NULL,
  .t = NULL,
  .d = NA,
  .uniqcheck = FALSE,
  .setpanel = TRUE
)

where .df is the data set being mutated, and ... is the list of expressions to be passed to dplyr::mutate().

.skip instructs mutate_cascade() to skip over the first time period within the group (or last time period if backwards = TRUE). This should usually be set to TRUE, since most usages of mutate_cascade() involve a tlag(), and the tlag() of something in the first time period is usually NA. Then, you’ve filled in that first-period NA - now the tlag() in period 2 is NA as well, and it will cascade down to make your whole data set NA. If you set .skip = FALSE, you should have some way in ... of handling NAs (which you may want to do anyway in case there are NAs elsewhere in your data).

.backwards, unsurprisingly, tells mutate_cascade() to start with the last time period and work backwards.

Let’s do a very simple example and use mutate_cascade() to build a present discounted value. We have an asset with a payout each period, and we have a discount factor .95. We can build a present discounted value PDV by taking the PDV in the next period, multiplying it by .95, and adding on the current payout. But we need to calculate PDV one period at a time, so that we can use each period’s calculation to calculate the previous one.

df <- pibble(
  t = c(1, 2, 3, 4, 5),
  payout = c(3, 4, 2, 2, 4),
  .t = t
) %>%
  mutate(PDV = payout) %>%
  mutate_cascade(PDV = payout + .95 * tlag(PDV, .n = -1), .backwards = TRUE)

df
#> # A tibble: 5 x 3
#>       t payout   PDV
#>   <dbl>  <dbl> <dbl>
#> 1     1      3 13.6 
#> 2     2      4 11.1 
#> 3     3      2  7.51
#> 4     4      2  5.8 
#> 5     5      4  4

As expected, the PDV in period 5 is just the payout: 4. In period 4 it’s 2 + .95*4 = 5.8. Then in period 3 it’s 2 + .95*5.8 = 7.51, and so on.

The rest of the options include .group_i (by default, if .i can be found, analysis will be performed within-individual. Set .group_i = FALSE to ignore this), and standard arguments related to declaring the panel structure of the data (.i, .t, .d, .uniqcheck, see the “pibble” section above). The .d = NA will become .d = 1 if either .i or .t are declared. .setpanel ensures that if you declare the panel structure in the mutaet_cascade() function, it will be maintained in the object you get back.