I have two large datasets, df1 and df2. The first dataset, df1, contains the columns 'ID' and 'actual.data'.
df1 <- data.frame(ID=c(1,1,1,2,3,4,4), actual.date=c('10/01/1997','2/01/1998','5/01/2002','7/01/1999','9/01/2005','5/01/2006','2/03/2003'));
dcis <- grep('date$',names(df1));
df1[dcis] <- lapply(df1[dcis],as.Date,'%m/%d/%Y');
df1;
ID actual.date
1 1 1997-10-01
2 1 1998-02-01
3 1 2002-05-01
4 2 1999-07-01
5 3 2005-09-01
6 4 2006-05-01
7 4 2003-02-03
The second dataset, df2, contains two date fields, 'before,date' and 'after.date', which represent a start and end date, respectively:
df2 <- data.frame(ID=c(1,1,1,2,3,4,4,4), before.date=c('10/1/1996','1/1/1998','1/1/2000','1/1/2001','1/1/2001','1/1/2001','10/1/2004','10/3/2004'), after.date=c('12/1/1996','9/30/2003','12/31/2004','3/31/2006','9/30/2006','9/30/2005','12/30/2004','11/28/2004') );
dcis <- grep('date$',names(df2));
df2[dcis] <- lapply(df2[dcis],as.Date,'%m/%d/%Y');
df2;
ID before.date after.date
1 1 1996-10-01 1996-12-01
2 1 1998-01-01 2003-09-30
3 1 2000-01-01 2004-12-31
4 2 2001-01-01 2006-03-31
5 3 2001-01-01 2006-09-30
6 4 2001-01-01 2005-09-30
7 4 2004-10-01 2004-12-30
8 4 2004-10-03 2004-11-28
My goal is to create a new column at the end of df1 named 'match' that indicates whether the 'actual.date' for each row in df1 is between the ‘before.date’ and ‘after.date’ of any of the observations of the same ID in df2. If it is between, I want to give the 'match' column a value of 1, otherwise 0 (includes instances with no 'ID' match).
This is the output I am hoping for:
ID before.date match
1 1 1997-10-01 0
2 1 1998-02-01 1
3 1 2002-05-01 1
4 2 1999-07-01 0
5 3 2005-09-01 1
7 4 2006-05-01 0
8 4 2003-02-03 1
I think this can be done with a for() loop, but I am not too knowledgeable about R.
Sample Data:
DF1
structure(list(cikcode = c("20", "20", "20", "20", "20", "20",
"20", "20", "20", "20", "20", "20", "20", "20", "20", "20", "20",
"20", "20", "1750"), auditorkey = c("4", "4", "5", "5", "5",
"5", "6", "6", "6", "6", "6", "6", "6", "6", "6", "6", "6", "6",
"6", "4"), yearendeddate = structure(c(4L, 4L, 2L, 2L, 3L, 3L,
5L, 5L, 6L, 6L, 7L, 7L, 8L, 8L, 9L, 9L, 10L, 10L, 11L, 1L), .Label = c("2000-05-31",
"2000-12-30", "2001-12-29", "2002-12-28", "2004-01-03", "2005-01-01",
"2005-12-31", "2006-12-30", "2007-12-29", "2009-01-03", "2010-01-02"
), class = "factor"), source = structure(c(1L, 3L, 1L, 3L, 2L,
3L, 1L, 3L, 1L, 3L, 1L, 3L, 1L, 3L, 1L, 3L, 1L, 3L, 1L, 2L), .Label = c("10-K",
"10-K405", "DEF 14A"), class = "factor"), sourcedate = structure(c(6L,
7L, 2L, 3L, 4L, 5L, 8L, 9L, 10L, 20L, 11L, 12L, 13L, 14L, 15L,
16L, 17L, 18L, 19L, 1L), .Label = c("2000-08-24", "2001-03-26",
"2001-03-28", "2002-03-20", "2002-03-25", "2003-03-27", "2003-03-31",
"2004-04-01", "2004-04-06", "2005-03-31", "2006-03-23", "2006-03-28",
"2007-03-09", "2007-03-27", "2008-03-12", "2008-04-04", "2009-03-13",
"2009-04-06", "2010-03-15", "2005-04-04"), class = "factor"),
financialsdate = structure(c(4L, 4L, 2L, 2L, 3L, 3L, 5L,
5L, 6L, 6L, 7L, 7L, 8L, 8L, 9L, 9L, 10L, 10L, 11L, 1L), .Label = c("2000-05-31",
"2000-12-30", "2001-12-29", "2002-12-28", "2004-01-03", "2005-01-01",
"2005-12-31", "2006-12-30", "2007-12-29", "2009-01-03", "2010-01-02"
), class = "factor"), auditopinionkey = c("3538", "NA", "66900",
"NA", "78252", "NA", "39225", "NA", "84748", "NA", "102979",
"NA", "120889", "NA", "148621", "NA", "171604", "NA", "192814",
"156138"), auditorstatecode = structure(c(2L, NA, 2L, NA,
2L, NA, 2L, NA, 2L, NA, 2L, NA, 2L, NA, 2L, NA, 2L, NA, 2L,
1L), .Label = c("IL", "PA"), class = "factor"), auditorstatename = structure(c(2L,
NA, 2L, NA, 2L, NA, 2L, NA, 2L, NA, 2L, NA, 2L, NA, 2L, NA,
2L, NA, 2L, 1L), .Label = c("ILLINOIS", "PENNSYLVANIA"), class = "factor"),
goingconcern = structure(c(1L, NA, 1L, NA, 1L, NA, 1L, NA,
1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, 1L), .Label = "No", class = "factor"),
goingconcernissuekeylist = structure(c(1L, NA, 1L, NA, 1L,
NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, 1L
), .Label = "", class = "factor"), goingconcernissuephraselist = structure(c(1L,
NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA,
1L, NA, 1L, 1L), .Label = "", class = "factor"), isadditionalopinion = structure(c(1L,
NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA, 1L, NA,
1L, NA, 1L, 1L), .Label = "No", class = "factor"), restatement = c("NA",
"0", "NA", "0", "NA", "0", "NA", "0", "NA", "0", "NA", "0",
"NA", "0", "NA", "0", "NA", "0", "0", "NA"), yearended = c("NA",
"2002", "NA", "2000", "NA", "2001", "NA", "2003", "NA", "2004",
"NA", "2005", "NA", "2006", "NA", "2007", "NA", "2008", "2009",
"NA"), assets = c("50,459,000", "50,459,000", "54,421,000",
"54,421,000", "47,644,000", "47,644,000", "83,081,000", "83,081,000",
"93,016,000", "93,016,000", "89,110,000", "89,110,000", "140,996,000",
"140,996,000", "184,118,000", "184,118,000", "199,444,000",
"199,444,000", "204,236,000", "740,998,000"), auditfees = c("123,700",
"123,700", "200,000", "200,000", "185,000", "185,000", "137,100",
"137,100", "225,000", "225,000", "244,000", "244,000", "574,000",
"574,000", "669,000", "669,000", "680,000", "680,000", "643,000",
"NA"), auditor = c("KPMG LLP", "KPMG LLP", "Arthur Andersen LLP",
"Arthur Andersen LLP", "Arthur Andersen LLP", "Arthur Andersen LLP",
"Grant Thornton LLP", "Grant Thornton LLP", "Grant Thornton LLP",
"Grant Thornton LLP", "Grant Thornton LLP", "Grant Thornton LLP",
"Grant Thornton LLP", "Grant Thornton LLP", "Grant Thornton LLP",
"Grant Thornton LLP", "Grant Thornton LLP", "Grant Thornton LLP",
"Grant Thornton LLP", "KPMG LLP"), earnings = c("3,284,000",
"3,284,000", "5,838,000", "5,838,000", "1,048,000", "1,048,000",
"NA", "", "NA", "", "NA", "", "NA", "", "21,321,000", "21,321,000",
"25,773,000", "25,773,000", "21,555,000", "35,163,000"),
naicscode = c("334513", "334513", "334513", "334513", "334513",
"334513", "334513", "334513", "334513", "334513", "334513",
"334513", "334513", "334513", "334513", "334513", "334513",
"334513", "334513", "334613"), revenue = c("68,231,000",
"68,231,000", "84,912,000", "84,912,000", "71,819,000", "71,819,000",
"94,676,000", "94,676,000", "112,494,000", "112,494,000",
"118,940,000", "118,940,000", "148,127,008", "148,127,008",
"201,677,000", "201,677,000", "243,018,000", "243,018,000",
"190,774,000", "1,024,333,000"), siccode = c("3823", "3823",
"3823", "3823", "3823", "3823", "3823", "3823", "3823", "3823",
"3823", "3823", "3823", "3823", "3823", "3823", "3823", "3823",
"3823", "3720"), statecode = c("NJ", "NJ", "NJ", "NJ", "NJ",
"NJ", "NJ", "NJ", "NJ", "NJ", "NJ", "NJ", "NJ", "NJ", "NJ",
"NJ", "NJ", "NJ", "NJ", "IL"), statename = c("NEW JERSEY",
"NEW JERSEY", "NEW JERSEY", "NEW JERSEY", "NEW JERSEY", "NEW JERSEY",
"NEW JERSEY", "NEW JERSEY", "NEW JERSEY", "NEW JERSEY", "NEW JERSEY",
"NEW JERSEY", "NEW JERSEY", "NEW JERSEY", "NEW JERSEY", "NEW JERSEY",
"NEW JERSEY", "NEW JERSEY", "NEW JERSEY", "ILLINOIS"), ticker = c("NA",
"", "NA", "", "NA", "", "NA", "", "NA", "", "NA", "", "NA",
"", "NA", "", "NA", "", "", "AIR")), .Names = c("cikcode",
"auditorkey", "yearendeddate", "source", "sourcedate", "financialsdate",
"auditopinionkey", "auditorstatecode", "auditorstatename", "goingconcern",
"goingconcernissuekeylist", "goingconcernissuephraselist", "isadditionalopinion",
"restatement", "yearended", "assets", "auditfees", "auditor",
"earnings", "naicscode", "revenue", "siccode", "statecode", "statename",
"ticker"), row.names = c(NA, 20L), class = "data.frame")
DF2
structure(list(cikcode = c(320193L, 72971L, 72971L, 200406L,
40545L, 40545L, 1114448L, 19617L, 19617L, 1067983L, 70858L, 313807L,
1578845L, 1113172L, 64803L, 1135644L, 731766L, 14272L, 14272L,
66740L), auditoratdisclosuredate = c("KPMG LLP", "KPMG LLP",
"KPMG LLP", "PricewaterhouseCoopers LLP", "KPMG LLP", "KPMG LLP",
"PricewaterhouseCoopers LLP", "PricewaterhouseCoopers LLP", "PricewaterhouseCoopers LLP",
"Deloitte & Touche LLP", "PricewaterhouseCoopers LLP", "Ernst & Young LLP",
"PricewaterhouseCoopers LLP", "PricewaterhouseCoopers LLP", "KPMG LLP",
"KPMG LLP", "Deloitte & Touche LLP", "PricewaterhouseCoopers LLP",
"PricewaterhouseCoopers LLP", "PricewaterhouseCoopers LLP"),
auditoratdisclosuredatekey = c("4", "4", "4", "1", "4", "4",
"1", "1", "1", "3", "1", "2", "1", "1", "4", "4", "3", "1",
"1", "1"), auditorduringrestatedperiod = c("|KPMG LLP|",
"|KPMG LLP|", "|KPMG LLP|", "|PricewaterhouseCoopers LLP|",
"|KPMG LLP|", "|KPMG LLP|", "|PricewaterhouseCoopers LLP|PricewaterhouseCoopers LLP (PricewaterhouseCoopers AG, SWITZERLAND)|",
"|PricewaterhouseCoopers LLP|", "|PricewaterhouseCoopers LLP|",
"|Deloitte & Touche LLP|", "|PricewaterhouseCoopers LLP|PricewaterhouseCoopers LLP (Price Waterhouse & Co SRL, ARGENTINA)|",
"|Ernst & Young LLP|Ernst & Young LLP (Ernst & Young LLP, UNITED KINGDOM)|",
"|PricewaterhouseCoopers LLP|", "|Deloitte & Touche LLP (Deloitte Touche Tohmatsu Auditores Independentes, BRAZIL)|Deloitte & Touche LLP (KPMG Auditores Independentes, BRAZIL)|KPMG LLP (Deloitte Touche Tohmatsu Auditores Independentes, BRAZIL)|KPMG LLP (KPMG Auditores Independentes, BRAZIL)|",
"|KPMG LLP|", "|KPMG LLP (KPMG Deutsche Treuhand-Gesellschaft AG WPG, GERMANY)|",
"|Arthur Andersen LLP|Deloitte & Touche LLP|", "|PricewaterhouseCoopers LLP|",
"|PricewaterhouseCoopers LLP|", "|PricewaterhouseCoopers LLP|"
), auditorduringrestatedperiodkeys = c("|4|", "|4|", "|4|",
"|1|", "|4|", "|4|", "|1|", "|1|", "|1|", "|3|", "|1|", "|2|",
"|1|", "|3|4|", "|4|", "|4|", "|5|3|", "|1|", "|1|", "|1|"
), auditoropinionperiodendduringrestatedperiod = c("|KPMG LLP|",
"|KPMG LLP|", "|KPMG LLP|", "", "|KPMG LLP|", "|KPMG LLP|",
"|PricewaterhouseCoopers LLP[PricewaterhouseCoopers AG]|",
"|PricewaterhouseCoopers LLP|", "", "", "|PricewaterhouseCoopers LLP|",
"|Ernst & Young LLP[Ernst & Young LLP]|", "|PricewaterhouseCoopers LLP|",
"|KPMG LLP[KPMG Auditores Independentes]|", "", "|KPMG LLP[KPMG Deutsche Treuhand-Gesellschaft AG WPG]|",
"|Arthur Andersen LLP|Deloitte & Touche LLP|", "|PricewaterhouseCoopers LLP|",
"|PricewaterhouseCoopers LLP|", "|PricewaterhouseCoopers LLP|"
), auditoropinionperiodendduringrestatedperiodkeys = c("|4|",
"|4|", "|4|", "", "|4|", "|4|", "|1|", "|1|", "", "", "|1|",
"|2|", "|1|", "|4|", "", "|4|", "|5|3|", "|1|", "|1|", "|1|"
), restatementkey = c("10196", "12617", "42632", "44280",
"857", "22310", "7995", "10187", "38972", "5379", "6357",
"9495", "49566", "32005", "45575", "15890", "13410", "695",
"3752", "36923"), restatedperiodbegin = c("1996-10-01", "1998-01-01",
"2005-01-01", "2012-01-01", "2001-01-01", "2001-01-01", "2003-01-01",
"2003-01-01", "2012-01-01", "2001-07-01", "2001-01-01", "2000-01-01",
"2014-01-01", "2007-01-01", "1997-01-01", "2000-10-01", "1994-01-01",
"2001-01-01", "1999-01-01", "2010-01-01"), restatedperiodended = c("2006-04-01",
"2003-09-30", "2007-09-30", "2012-07-01", "2006-03-31", "2006-09-30",
"2004-12-31", "2006-03-31", "2012-03-31", "2001-09-30", "2005-09-30",
"2004-12-31", "2014-12-31", "2008-12-31", "1998-12-31", "2006-09-30",
"2006-09-30", "2003-09-30", "2002-06-30", "2011-03-31"),
disclosure = c("Press Release", "10-Q/A", "10-K", "10-Q",
"8-K", "8-K", "20-F", "8-K", "8-K", "10-Q/A", "8-K", "20-F/A",
"10-Q", "20-F", "8-K", "20-F", "8-K", "8-K", "Press Release",
"10-Q"), disclosuredate = c("2006-06-29", "2004-01-16", "2008-02-29",
"2012-11-09", "2005-05-06", "2007-01-19", "2006-01-30", "2006-08-03",
"2012-07-13", "2002-03-15", "2006-02-22", "2006-06-13", "2015-05-11",
"2010-04-21", "1999-11-15", "2006-12-11", "2006-04-07", "2004-01-29",
"2002-10-22", "2011-08-04"), cumulativechangeinnetincome = c(NaN,
NaN, 0, 0, 3.04344437838208e-315, NaN, NaN, 0, NaN, 0, 2.66795448754273e-315,
0, 0, 0, 0, NaN, NaN, NaN, NaN, 0), accountingrulegaapfasbapplicationfailures = c("|Deferred, stock-based and/or executive comp issues|Deferred, stock-based options backdating only (subcategory)|",
"|Lease, SFAS 5, legal, contingency and commitment issues|Lease, leasehold and FAS 13 (98) only (subcategory)|",
"|Cash flow statement (SFAS 95) classification errors|Lease, SFAS 5, legal, contingency and commitment issues|",
"|Cash flow statement (SFAS 95) classification errors|",
"|Financial derivatives/hedging (FAS 133) acct issues|",
"|Financial derivatives/hedging (FAS 133) acct issues|Foreign, related party, affiliated, or subsidiary issues|",
"|PPE intangible or fixed asset (value/diminution) issues|Acquisitions, mergers, disposals, re-org acct issues|Consolidation issues incl Fin 46 variable interest & off-B/S|Deferred, stock-based and/or executive comp issues|Tax expense/benefit/deferral/other (FAS 109) issues|GAAP - Changes in Acct Principles FASB/EITF or Foreign GAAP|Acquisitions, mergers, only (subcategory) acct issues|PPE issues - Intangible assets, goodwill only (subcategory)|Pension and other post-retirement benefit issues|",
"|Accounts/loans receivable, investments & cash issues|Cash flow statement (SFAS 95) classification errors|",
"|Revenue recognition issues|", "|Consolidation issues incl Fin 46 variable interest & off-B/S|Intercompany, investment in subs./affiliate issues|",
"|Financial derivatives/hedging (FAS 133) acct issues|",
"|Revenue recognition issues|Financial derivatives/hedging (FAS 133) acct issues|Inventory, vendor and/or cost of sales issues|GAAP - Changes in Acct Principles FASB/EITF or Foreign GAAP|",
"|Debt, quasi-debt, warrants & equity ( BCF) security issues|Foreign, related party, affiliated, or subsidiary issues|Cash flow statement (SFAS 95) classification errors|Foreign, subsidiary only issues (subcategory)|",
"", "|Acquisitions, mergers, disposals, re-org acct issues|Acquisitions, mergers, only (subcategory) acct issues|",
"|Tax expense/benefit/deferral/other (FAS 109) issues|",
"|Deferred, stock-based and/or executive comp issues|Deferred, stock-based options backdating only (subcategory)|",
"|Acquisitions, mergers, disposals, re-org acct issues|Consolidation issues incl Fin 46 variable interest & off-B/S|Accounts/loans receivable, investments & cash issues|Tax expense/benefit/deferral/other (FAS 109) issues|Fin Statement, footnote & segment disclosure issues|Pension and other post-retirement benefit issues|",
"|Revenue recognition issues|Accounts/loans receivable, investments & cash issues|Inventory, vendor and/or cost of sales issues|",
"|Cash flow statement (SFAS 95) classification errors|"),
financialfraudirregularitiesandmisrepresentations = c("",
"", "", "", "", "", "", "", "", "", "", "", "", "", "", "",
"", "", "", ""), errorsaccountingandclericalapplications = c("",
"", "", "", "", "", "", "", "", "", "", "", "", "|EPS, ratio and classification of income statement issues|",
"", "", "", "", "", ""), othersignificantissues = c("", "",
"", "", "", "", "", "", "|Z - Material Weakness - Section 404 or 302 issues identified|",
"", "", "", "", "", "", "", "", "", "|Y - Loan covenant violations/issues|",
""), secinvestigation = c("", "", "Y", "", "Y", "Y", "",
"", "", "", "", "", "", "", "", "", "", "", "", "")), .Names = c("cikcode",
"auditoratdisclosuredate", "auditoratdisclosuredatekey", "auditorduringrestatedperiod",
"auditorduringrestatedperiodkeys", "auditoropinionperiodendduringrestatedperiod",
"auditoropinionperiodendduringrestatedperiodkeys", "restatementkey",
"restatedperiodbegin", "restatedperiodended", "disclosure", "disclosuredate",
"cumulativechangeinnetincome", "accountingrulegaapfasbapplicationfailures",
"financialfraudirregularitiesandmisrepresentations", "errorsaccountingandclericalapplications",
"othersignificantissues", "secinvestigation"), row.names = c("1",
"2", "3", "4", "5", "6", "7", "8", "9", "10", "11", "12", "13",
"14", "15", "16", "17", "18", "19", "20"), class = "data.frame")
You may use foverlaps
from data.table
. Convert both the 'data.frame's to 'data.table' with 'start/end' columns. Set the key column as the column names of each dataset. Use foverlaps
to get the numeric index which can be converted to binary 'match' based on the NA values in it.
library(data.table)#v1.9.5+
dt1 <- data.table(ID=df1$ID, start=df1$actual.date, end=df1$actual.date)
setkeyv(dt1, colnames(dt1))
dt2 <- as.data.table(df2)
setnames(dt2, 2:3, c('start', 'end'))
setkeyv(dt2, colnames(dt2))
indx <- foverlaps(dt1, dt2, type='within', which=TRUE, mult='first')
dt1[, match:= +(!is.na(indx))][,end:=NULL]
setnames(dt1, 1:2, colnames(df1))
dt1
# ID actual.date match
#1: 1 1997-10-01 0
#2: 1 1998-02-01 1
#3: 1 2002-05-01 1
#4: 2 1999-07-01 0
#5: 3 2005-09-01 1
#6: 4 2003-02-03 1
#7: 4 2006-05-01 0