Using .SD for Data Analysis
2025-01-21
Source:vignettes/datatable-sd-usage.Rmd
datatable-sd-usage.RmdTranslations of this document are available in
This vignette will explain the most common ways to use the
.SD variable in your data.table analyses. It
is an adaptation of this answer
given on StackOverflow.
What is .SD?
In the broadest sense, .SD is just shorthand for
capturing a variable that comes up frequently in the context of data
analysis. It can be understood to stand for Subset,
Selfsame, or Self-reference of the Data. That
is, .SD is in its most basic guise a reflexive
reference to the data.table itself – as we’ll see in
examples below, this is particularly helpful for chaining together
“queries” (extractions/subsets/etc using [). In particular,
this also means that .SD is itself a
data.table (with the caveat that it does not allow
assignment with :=).
The simpler usage of .SD is for column subsetting (i.e.,
when .SDcols is specified); as this version is much more
straightforward to understand, we’ll cover that first below. The
interpretation of .SD in its second usage, grouping
scenarios (i.e., when by = or keyby = is
specified), is slightly different, conceptually (though at core it’s the
same, since, after all, a non-grouped operation is an edge case of
grouping with just one group).
Loading and Previewing Lahman Data
To give this a more real-world feel, rather than making up data,
let’s load some data sets about baseball from the Lahman database. In
typical R usage, we’d simply load these data sets from the
Lahman R package; in this vignette, we’ve pre-downloaded
them directly from the package’s GitHub page instead.
load('Teams.RData')
setDT(Teams)
Teams
# yearID lgID teamID franchID divID Rank G Ghome W L DivWin
# <int> <fctr> <fctr> <fctr> <char> <int> <int> <int> <int> <int> <char>
# 1: 1871 NA BS1 BNA <NA> 3 31 NA 20 10 <NA>
# 2: 1871 NA CH1 CNA <NA> 2 28 NA 19 9 <NA>
# 3: 1871 NA CL1 CFC <NA> 8 29 NA 10 19 <NA>
# 4: 1871 NA FW1 KEK <NA> 7 19 NA 7 12 <NA>
# 5: 1871 NA NY2 NNA <NA> 5 33 NA 16 17 <NA>
# ---
# 2891: 2018 NL SLN STL C 3 162 81 88 74 N
# 2892: 2018 AL TBA TBD E 3 162 81 90 72 N
# 2893: 2018 AL TEX TEX W 5 162 81 67 95 N
# 2894: 2018 AL TOR TOR E 4 162 81 73 89 N
# 2895: 2018 NL WAS WSN E 2 162 81 82 80 N
# WCWin LgWin WSWin R AB H X2B X3B HR BB SO
# <char> <char> <char> <int> <int> <int> <int> <int> <int> <num> <int>
# 1: <NA> N <NA> 401 1372 426 70 37 3 60 19
# 2: <NA> N <NA> 302 1196 323 52 21 10 60 22
# 3: <NA> N <NA> 249 1186 328 35 40 7 26 25
# 4: <NA> N <NA> 137 746 178 19 8 2 33 9
# 5: <NA> N <NA> 302 1404 403 43 21 1 33 15
# ---
# 2891: N N N 759 5498 1369 248 9 205 525 1380
# 2892: N N N 716 5475 1415 274 43 150 540 1388
# 2893: N N N 737 5453 1308 266 24 194 555 1484
# 2894: N N N 709 5477 1336 320 16 217 499 1387
# 2895: N N N 771 5517 1402 284 25 191 631 1289
# SB CS HBP SF RA ER ERA CG SHO SV IPouts HA
# <num> <num> <num> <int> <int> <int> <num> <int> <int> <int> <int> <int>
# 1: 73 16 NA NA 303 109 3.55 22 1 3 828 367
# 2: 69 21 NA NA 241 77 2.76 25 0 1 753 308
# 3: 18 8 NA NA 341 116 4.11 23 0 0 762 346
# 4: 16 4 NA NA 243 97 5.17 19 1 0 507 261
# 5: 46 15 NA NA 313 121 3.72 32 1 0 879 373
# ---
# 2891: 63 32 80 48 691 622 3.85 1 8 43 4366 1354
# 2892: 128 51 101 50 646 602 3.74 0 14 52 4345 1236
# 2893: 74 35 88 34 848 783 4.92 1 5 42 4293 1516
# 2894: 47 30 58 37 832 772 4.85 0 3 39 4301 1476
# 2895: 119 33 59 40 682 649 4.04 2 7 40 4338 1320
# HRA BBA SOA E DP FP name
# <int> <int> <int> <int> <int> <num> <char>
# 1: 2 42 23 243 24 0.834 Boston Red Stockings
# 2: 6 28 22 229 16 0.829 Chicago White Stockings
# 3: 13 53 34 234 15 0.818 Cleveland Forest Citys
# 4: 5 21 17 163 8 0.803 Fort Wayne Kekiongas
# 5: 7 42 22 235 14 0.840 New York Mutuals
# ---
# 2891: 144 593 1337 133 151 0.978 St. Louis Cardinals
# 2892: 164 501 1421 85 136 0.986 Tampa Bay Rays
# 2893: 222 491 1121 120 168 0.980 Texas Rangers
# 2894: 208 551 1298 101 138 0.983 Toronto Blue Jays
# 2895: 198 487 1417 64 115 0.989 Washington Nationals
# park attendance BPF PPF teamIDBR
# <char> <int> <int> <int> <char>
# 1: South End Grounds I NA 103 98 BOS
# 2: Union Base-Ball Grounds NA 104 102 CHI
# 3: National Association Grounds NA 96 100 CLE
# 4: Hamilton Field NA 101 107 KEK
# 5: Union Grounds (Brooklyn) NA 90 88 NYU
# ---
# 2891: Busch Stadium III 3403587 97 96 STL
# 2892: Tropicana Field 1154973 97 97 TBR
# 2893: Rangers Ballpark in Arlington 2107107 112 113 TEX
# 2894: Rogers Centre 2325281 97 98 TOR
# 2895: Nationals Park 2529604 106 105 WSN
# teamIDlahman45 teamIDretro
# <char> <char>
# 1: BS1 BS1
# 2: CH1 CH1
# 3: CL1 CL1
# 4: FW1 FW1
# 5: NY2 NY2
# ---
# 2891: SLN SLN
# 2892: TBA TBA
# 2893: TEX TEX
# 2894: TOR TOR
# 2895: MON WAS
load('Pitching.RData')
setDT(Pitching)
Pitching
# playerID yearID stint teamID lgID W L G GS CG SHO
# <char> <int> <int> <fctr> <fctr> <int> <int> <int> <int> <int> <int>
# 1: bechtge01 1871 1 PH1 NA 1 2 3 3 2 0
# 2: brainas01 1871 1 WS3 NA 12 15 30 30 30 0
# 3: fergubo01 1871 1 NY2 NA 0 0 1 0 0 0
# 4: fishech01 1871 1 RC1 NA 4 16 24 24 22 1
# 5: fleetfr01 1871 1 NY2 NA 0 1 1 1 1 0
# ---
# 46695: zamorda01 2018 1 NYN NL 1 0 16 0 0 0
# 46696: zastrro01 2018 1 CHN NL 1 0 6 0 0 0
# 46697: zieglbr01 2018 1 MIA NL 1 5 53 0 0 0
# 46698: zieglbr01 2018 2 ARI NL 1 1 29 0 0 0
# 46699: zimmejo02 2018 1 DET AL 7 8 25 25 0 0
# SV IPouts H ER HR BB SO BAOpp ERA IBB WP HBP
# <int> <int> <int> <int> <int> <int> <int> <num> <num> <int> <int> <num>
# 1: 0 78 43 23 0 11 1 NA 7.96 NA 7 NA
# 2: 0 792 361 132 4 37 13 NA 4.50 NA 7 NA
# 3: 0 3 8 3 0 0 0 NA 27.00 NA 2 NA
# 4: 0 639 295 103 3 31 15 NA 4.35 NA 20 NA
# 5: 0 27 20 10 0 3 0 NA 10.00 NA 0 NA
# ---
# 46695: 0 27 6 3 1 3 16 0.194 3.00 1 0 1
# 46696: 0 17 6 3 0 4 3 0.286 4.76 0 0 1
# 46697: 10 156 49 23 7 17 37 0.254 3.98 4 1 2
# 46698: 0 65 22 9 1 8 13 0.265 3.74 2 0 0
# 46699: 0 394 140 66 28 26 111 0.269 4.52 0 1 2
# BK BFP GF R SH SF GIDP
# <int> <int> <int> <int> <int> <int> <int>
# 1: 0 146 0 42 NA NA NA
# 2: 0 1291 0 292 NA NA NA
# 3: 0 14 0 9 NA NA NA
# 4: 0 1080 1 257 NA NA NA
# 5: 0 57 0 21 NA NA NA
# ---
# 46695: 0 36 4 3 1 0 1
# 46696: 0 26 2 3 0 0 0
# 46697: 0 213 23 25 0 1 11
# 46698: 0 92 1 9 0 1 3
# 46699: 0 556 0 76 2 5 4Readers up on baseball lingo should find the tables’ contents
familiar; Teams records some statistics for a given team in
a given year, while Pitching records statistics for a given
pitcher in a given year. Please do check out the documentation and explore
the data yourself a bit before proceeding to familiarize yourself with
their structure.
.SD on Ungrouped Data
To illustrate what I mean about the reflexive nature of
.SD, consider its most banal usage:
Pitching[ , .SD]
# playerID yearID stint teamID lgID W L G GS CG SHO
# <char> <int> <int> <fctr> <fctr> <int> <int> <int> <int> <int> <int>
# 1: bechtge01 1871 1 PH1 NA 1 2 3 3 2 0
# 2: brainas01 1871 1 WS3 NA 12 15 30 30 30 0
# 3: fergubo01 1871 1 NY2 NA 0 0 1 0 0 0
# 4: fishech01 1871 1 RC1 NA 4 16 24 24 22 1
# 5: fleetfr01 1871 1 NY2 NA 0 1 1 1 1 0
# ---
# 46695: zamorda01 2018 1 NYN NL 1 0 16 0 0 0
# 46696: zastrro01 2018 1 CHN NL 1 0 6 0 0 0
# 46697: zieglbr01 2018 1 MIA NL 1 5 53 0 0 0
# 46698: zieglbr01 2018 2 ARI NL 1 1 29 0 0 0
# 46699: zimmejo02 2018 1 DET AL 7 8 25 25 0 0
# SV IPouts H ER HR BB SO BAOpp ERA IBB WP HBP
# <int> <int> <int> <int> <int> <int> <int> <num> <num> <int> <int> <num>
# 1: 0 78 43 23 0 11 1 NA 7.96 NA 7 NA
# 2: 0 792 361 132 4 37 13 NA 4.50 NA 7 NA
# 3: 0 3 8 3 0 0 0 NA 27.00 NA 2 NA
# 4: 0 639 295 103 3 31 15 NA 4.35 NA 20 NA
# 5: 0 27 20 10 0 3 0 NA 10.00 NA 0 NA
# ---
# 46695: 0 27 6 3 1 3 16 0.194 3.00 1 0 1
# 46696: 0 17 6 3 0 4 3 0.286 4.76 0 0 1
# 46697: 10 156 49 23 7 17 37 0.254 3.98 4 1 2
# 46698: 0 65 22 9 1 8 13 0.265 3.74 2 0 0
# 46699: 0 394 140 66 28 26 111 0.269 4.52 0 1 2
# BK BFP GF R SH SF GIDP
# <int> <int> <int> <int> <int> <int> <int>
# 1: 0 146 0 42 NA NA NA
# 2: 0 1291 0 292 NA NA NA
# 3: 0 14 0 9 NA NA NA
# 4: 0 1080 1 257 NA NA NA
# 5: 0 57 0 21 NA NA NA
# ---
# 46695: 0 36 4 3 1 0 1
# 46696: 0 26 2 3 0 0 0
# 46697: 0 213 23 25 0 1 11
# 46698: 0 92 1 9 0 1 3
# 46699: 0 556 0 76 2 5 4That is, Pitching[ , .SD] has simply returned the whole
table, i.e., this was an overly verbose way of writing
Pitching or Pitching[]:
identical(Pitching, Pitching[ , .SD])
# [1] TRUEIn terms of subsetting, .SD is still a subset of the
data, it’s just a trivial one (the set itself).
Column Subsetting: .SDcols
The first way to impact what .SD is is to limit the
columns contained in .SD using the
.SDcols argument to [:
# W: Wins; L: Losses; G: Games
Pitching[ , .SD, .SDcols = c('W', 'L', 'G')]
# W L G
# <int> <int> <int>
# 1: 1 2 3
# 2: 12 15 30
# 3: 0 0 1
# 4: 4 16 24
# 5: 0 1 1
# ---
# 46695: 1 0 16
# 46696: 1 0 6
# 46697: 1 5 53
# 46698: 1 1 29
# 46699: 7 8 25This is just for illustration and was pretty boring. In addition to
accepting a character vector, .SDcols also accepts:
- any function such as
is.characterto filter columns - the function^{*}
patterns()to filter column names by regular expression - integer and logical vectors
*see ?patterns for more details
This simple usage lends itself to a wide variety of highly beneficial / ubiquitous data manipulation operations:
Column Type Conversion
Column type conversion is a fact of life for data munging. Though fwrite
recently gained the ability to declare the class of each column up
front, not all data sets come from fread (e.g. in this
vignette) and conversions back and forth among
character/factor/numeric types
are common. We can use .SD and .SDcols to
batch-convert groups of columns to a common type.
We notice that the following columns are stored as
character in the Teams data set, but might
more logically be stored as factors:
# teamIDBR: Team ID used by Baseball Reference website
# teamIDlahman45: Team ID used in Lahman database version 4.5
# teamIDretro: Team ID used by Retrosheet
fkt = c('teamIDBR', 'teamIDlahman45', 'teamIDretro')
# confirm that they're stored as `character`
str(Teams[ , ..fkt])
# Classes 'data.table' and 'data.frame': 2895 obs. of 3 variables:
# $ teamIDBR : chr "BOS" "CHI" "CLE" "KEK" ...
# $ teamIDlahman45: chr "BS1" "CH1" "CL1" "FW1" ...
# $ teamIDretro : chr "BS1" "CH1" "CL1" "FW1" ...
# - attr(*, ".internal.selfref")=<externalptr>The syntax to now convert these columns to factor is
simple:
Teams[ , names(.SD) := lapply(.SD, factor), .SDcols = patterns('teamID')]
# print out the first column to demonstrate success
head(unique(Teams[[fkt[1L]]]))
# [1] BOS CHI CLE KEK NYU ATH
# 101 Levels: ALT ANA ARI ATH ATL BAL BLA BLN BLU BOS BRA BRG BRO BSN BTT ... WSNNote:
- The
:=is an assignment operator to update thedata.tablein place without making a copy. Seevignette("datatable-reference-semantics", package="data.table")for more. - The LHS,
names(.SD), indicates which columns we are updating - in this case we update the entire.SD. - The RHS,
lapply(), loops through each column of the.SDand converts the column to a factor. - We use the
.SDcolsto only select columns that have pattern ofteamID.
Again, the .SDcols argument is quite flexible; above, we
supplied patterns but we could have also supplied
fkt or any character vector of column names.
In other situations, it is more convenient to supply an
integer vector of column positions or a
logical vector dictating include/exclude for each column.
Finally, the use of a function to filter columns is very helpful.
For example, we could do the following to convert all
factor columns to character:
fct_idx = Teams[, which(sapply(.SD, is.factor))] # column numbers to show the class changing
str(Teams[[fct_idx[1L]]])
# Factor w/ 7 levels "AA","AL","FL",..: 4 4 4 4 4 4 4 4 4 4 ...
Teams[ , names(.SD) := lapply(.SD, as.character), .SDcols = is.factor]
str(Teams[[fct_idx[1L]]])
# chr [1:2895] "NA" "NA" "NA" "NA" "NA" "NA" "NA" "NA" "NA" "NA" "NA" "NA" ...Lastly, we can do pattern-based matching of columns in
.SDcols to select all columns which contain
team back to factor:
Teams[ , .SD, .SDcols = patterns('team')]
# teamID teamIDBR teamIDlahman45 teamIDretro
# <char> <char> <char> <char>
# 1: BS1 BOS BS1 BS1
# 2: CH1 CHI CH1 CH1
# 3: CL1 CLE CL1 CL1
# 4: FW1 KEK FW1 FW1
# 5: NY2 NYU NY2 NY2
# ---
# 2891: SLN STL SLN SLN
# 2892: TBA TBR TBA TBA
# 2893: TEX TEX TEX TEX
# 2894: TOR TOR TOR TOR
# 2895: WAS WSN MON WAS** A proviso to the above: explicitly using column numbers
(like DT[ , (1) := rnorm(.N)]) is bad practice and can lead
to silently corrupted code over time if column positions change. Even
implicitly using numbers can be dangerous if we don’t keep smart/strict
control over the ordering of when we create the numbered index and when
we use it.
Controlling a Model’s Right-Hand Side
Varying model specification is a core feature of robust statistical
analysis. Let’s try and predict a pitcher’s ERA (Earned Runs Average, a
measure of performance) using the small set of covariates available in
the Pitching table. How does the (linear) relationship
between W (wins) and ERA vary depending on
which other covariates are included in the specification?
Here’s a short script leveraging the power of .SD which
explores this question:
# this generates a list of the 2^k possible extra variables
# for models of the form ERA ~ G + (...)
extra_var = c('yearID', 'teamID', 'G', 'L')
models = unlist(
lapply(0L:length(extra_var), combn, x = extra_var, simplify = FALSE),
recursive = FALSE
)
# here are 16 visually distinct colors, taken from the list of 20 here:
# https://sashat.me/2017/01/11/list-of-20-simple-distinct-colors/
col16 = c('#e6194b', '#3cb44b', '#ffe119', '#0082c8',
'#f58231', '#911eb4', '#46f0f0', '#f032e6',
'#d2f53c', '#fabebe', '#008080', '#e6beff',
'#aa6e28', '#fffac8', '#800000', '#aaffc3')
par(oma = c(2, 0, 0, 0))
lm_coef = sapply(models, function(rhs) {
# using ERA ~ . and data = .SD, then varying which
# columns are included in .SD allows us to perform this
# iteration over 16 models succinctly.
# coef(.)['W'] extracts the W coefficient from each model fit
Pitching[ , coef(lm(ERA ~ ., data = .SD))['W'], .SDcols = c('W', rhs)]
})
barplot(lm_coef, names.arg = sapply(models, paste, collapse = '/'),
main = 'Wins Coefficient\nWith Various Covariates',
col = col16, las = 2L, cex.names = 0.8)
Fit OLS coefficient on W, various specifications, depicted as bars with distinct colors.
The coefficient always has the expected sign (better pitchers tend to have more wins and fewer runs allowed), but the magnitude can vary substantially depending on what else we control for.
Conditional Joins
data.table syntax is beautiful for its simplicity and
robustness. The syntax x[i] flexibly handles three common
approaches to subsetting – when i is a logical
vector, x[i] will return those rows of x
corresponding to where i is TRUE; when
i is another data.table (or a
list), a (right) join is performed (in the
plain form, using the keys of x and
i, otherwise, when on = is specified, using
matches of those columns); and when i is a character, it is
interpreted as shorthand for x[list(i)], i.e., as a
join.
This is great in general, but falls short when we wish to perform a conditional join, wherein the exact nature of the relationship among tables depends on some characteristics of the rows in one or more columns.
This example is admittedly a tad contrived, but illustrates the idea; see here (1, 2) for more.
The goal is to add a column team_performance to the
Pitching table that records the team’s performance (rank)
of the best pitcher on each team (as measured by the lowest ERA, among
pitchers with at least 6 recorded games).
# to exclude pitchers with exceptional performance in a few games,
# subset first; then define rank of pitchers within their team each year
# (in general, we should put more care into the 'ties.method' of frank)
Pitching[G > 5, rank_in_team := frank(ERA), by = .(teamID, yearID)]
Pitching[rank_in_team == 1, team_performance :=
Teams[.SD, Rank, on = c('teamID', 'yearID')]]Note that the x[y] syntax returns nrow(y)
values (i.e., it’s a right join), which is why .SD is on
the right in Teams[.SD] (since the RHS of :=
in this case requires nrow(Pitching[rank_in_team == 1])
values).
Grouped .SD operations
Often, we’d like to perform some operation on our data at the
group level. When we specify by = (or
keyby =), the mental model for what happens when
data.table processes j is to think of your
data.table as being split into many component
sub-data.tables, each of which corresponds to a single
value of your by variable(s):
In the case of grouping, .SD is multiple in nature – it
refers to each of these sub-data.tables,
one-at-a-time (slightly more accurately, the scope of
.SD is a single sub-data.table). This allows
us to concisely express an operation that we’d like to perform on
each sub-data.table before the re-assembled result
is returned to us.
This is useful in a variety of settings, the most common of which are presented here:
Group Subsetting
Let’s get the most recent season of data for each team in the Lahman data. This can be done quite simply with:
# the data is already sorted by year; if it weren't
# we could do Teams[order(yearID), .SD[.N], by = teamID]
Teams[ , .SD[.N], by = teamID]
# teamID yearID lgID franchID divID Rank G Ghome W L DivWin
# <fctr> <int> <char> <char> <char> <int> <int> <int> <int> <int> <char>
# 1: BS1 1875 NA BNA <NA> 1 82 NA 71 8 <NA>
# 2: CH1 1871 NA CNA <NA> 2 28 NA 19 9 <NA>
# 3: CL1 1872 NA CFC <NA> 7 22 NA 6 16 <NA>
# 4: FW1 1871 NA KEK <NA> 7 19 NA 7 12 <NA>
# 5: NY2 1875 NA NNA <NA> 6 71 NA 30 38 <NA>
# ---
# 145: ANA 2004 AL ANA W 1 162 81 92 70 Y
# 146: ARI 2018 NL ARI W 3 162 81 82 80 N
# 147: MIL 2018 NL MIL C 1 163 81 96 67 Y
# 148: TBA 2018 AL TBD E 3 162 81 90 72 N
# 149: MIA 2018 NL FLA E 5 161 81 63 98 N
# WCWin LgWin WSWin R AB H X2B X3B HR BB SO SB
# <char> <char> <char> <int> <int> <int> <int> <int> <int> <num> <int> <num>
# 1: <NA> Y <NA> 831 3515 1128 167 51 15 33 52 93
# 2: <NA> N <NA> 302 1196 323 52 21 10 60 22 69
# 3: <NA> N <NA> 174 943 272 28 5 0 17 13 12
# 4: <NA> N <NA> 137 746 178 19 8 2 33 9 16
# 5: <NA> N <NA> 328 2685 633 82 21 7 19 47 20
# ---
# 145: N N N 836 5675 1603 272 37 162 450 942 143
# 146: N N N 693 5460 1283 259 50 176 560 1460 79
# 147: N N N 754 5542 1398 252 24 218 537 1458 124
# 148: N N N 716 5475 1415 274 43 150 540 1388 128
# 149: N N N 589 5488 1303 222 24 128 455 1384 45
# CS HBP SF RA ER ERA CG SHO SV IPouts HA HRA
# <num> <num> <int> <int> <int> <num> <int> <int> <int> <int> <int> <int>
# 1: 37 NA NA 343 152 1.87 60 10 17 2196 751 2
# 2: 21 NA NA 241 77 2.76 25 0 1 753 308 6
# 3: 3 NA NA 254 126 5.70 15 0 0 597 285 6
# 4: 4 NA NA 243 97 5.17 19 1 0 507 261 5
# 5: 24 NA NA 425 174 2.46 70 3 0 1910 718 4
# ---
# 145: 46 73 41 734 692 4.28 2 11 50 4363 1476 170
# 146: 25 52 45 644 605 3.72 2 9 39 4389 1313 174
# 147: 32 58 41 659 606 3.73 0 14 49 4383 1259 173
# 148: 51 101 50 646 602 3.74 0 14 52 4345 1236 164
# 149: 31 73 31 809 762 4.76 1 12 30 4326 1388 192
# BBA SOA E DP FP name
# <int> <int> <int> <int> <num> <char>
# 1: 33 110 483 56 0.870 Boston Red Stockings
# 2: 28 22 229 16 0.829 Chicago White Stockings
# 3: 24 11 184 17 0.816 Cleveland Forest Citys
# 4: 21 17 163 8 0.803 Fort Wayne Kekiongas
# 5: 21 77 526 30 0.838 New York Mutuals
# ---
# 145: 502 1164 90 126 0.985 Anaheim Angels
# 146: 522 1448 75 152 0.988 Arizona Diamondbacks
# 147: 553 1428 108 141 0.982 Milwaukee Brewers
# 148: 501 1421 85 136 0.986 Tampa Bay Rays
# 149: 605 1249 83 133 0.986 Miami Marlins
# park attendance BPF PPF teamIDBR
# <char> <int> <int> <int> <fctr>
# 1: South End Grounds I NA 103 96 BOS
# 2: Union Base-Ball Grounds NA 104 102 CHI
# 3: National Association Grounds NA 96 100 CLE
# 4: Hamilton Field NA 101 107 KEK
# 5: Union Grounds (Brooklyn) NA 99 100 NYU
# ---
# 145: Angels Stadium of Anaheim 3375677 97 97 ANA
# 146: Chase Field 2242695 108 107 ARI
# 147: Miller Park 2850875 102 101 MIL
# 148: Tropicana Field 1154973 97 97 TBR
# 149: Marlins Park 811104 89 90 MIA
# teamIDlahman45 teamIDretro
# <fctr> <fctr>
# 1: BS1 BS1
# 2: CH1 CH1
# 3: CL1 CL1
# 4: FW1 FW1
# 5: NY2 NY2
# ---
# 145: ANA ANA
# 146: ARI ARI
# 147: ML4 MIL
# 148: TBA TBA
# 149: FLO MIARecall that .SD is itself a data.table, and
that .N refers to the total number of rows in a group (it’s
equal to nrow(.SD) within each group), so
.SD[.N] returns the entirety of .SD
for the final row associated with each teamID.
Another common version of this is to use .SD[1L] instead
to get the first observation for each group, or
.SD[sample(.N, 1L)] to return a random row for
each group.
Group Optima
Suppose we wanted to return the best year for each team, as
measured by their total number of runs scored (R; we could
easily adjust this to refer to other metrics, of course). Instead of
taking a fixed element from each sub-data.table,
we now define the desired index dynamically as follows:
Teams[ , .SD[which.max(R)], by = teamID]
# teamID yearID lgID franchID divID Rank G Ghome W L DivWin
# <fctr> <int> <char> <char> <char> <int> <int> <int> <int> <int> <char>
# 1: BS1 1875 NA BNA <NA> 1 82 NA 71 8 <NA>
# 2: CH1 1871 NA CNA <NA> 2 28 NA 19 9 <NA>
# 3: CL1 1871 NA CFC <NA> 8 29 NA 10 19 <NA>
# 4: FW1 1871 NA KEK <NA> 7 19 NA 7 12 <NA>
# 5: NY2 1872 NA NNA <NA> 3 56 NA 34 20 <NA>
# ---
# 145: ANA 2000 AL ANA W 3 162 81 82 80 N
# 146: ARI 1999 NL ARI W 1 162 81 100 62 Y
# 147: MIL 1999 NL MIL C 5 161 80 74 87 N
# 148: TBA 2009 AL TBD E 3 162 81 84 78 N
# 149: MIA 2017 NL FLA E 2 162 78 77 85 N
# WCWin LgWin WSWin R AB H X2B X3B HR BB SO SB
# <char> <char> <char> <int> <int> <int> <int> <int> <int> <num> <int> <num>
# 1: <NA> Y <NA> 831 3515 1128 167 51 15 33 52 93
# 2: <NA> N <NA> 302 1196 323 52 21 10 60 22 69
# 3: <NA> N <NA> 249 1186 328 35 40 7 26 25 18
# 4: <NA> N <NA> 137 746 178 19 8 2 33 9 16
# 5: <NA> N <NA> 523 2426 670 87 14 4 58 52 59
# ---
# 145: N N N 864 5628 1574 309 34 236 608 1024 93
# 146: N N N 908 5658 1566 289 46 216 588 1045 137
# 147: N N N 815 5582 1524 299 30 165 658 1065 81
# 148: N N N 803 5462 1434 297 36 199 642 1229 194
# 149: N N N 778 5602 1497 271 31 194 486 1282 91
# CS HBP SF RA ER ERA CG SHO SV IPouts HA HRA
# <num> <num> <int> <int> <int> <num> <int> <int> <int> <int> <int> <int>
# 1: 37 NA NA 343 152 1.87 60 10 17 2196 751 2
# 2: 21 NA NA 241 77 2.76 25 0 1 753 308 6
# 3: 8 NA NA 341 116 4.11 23 0 0 762 346 13
# 4: 4 NA NA 243 97 5.17 19 1 0 507 261 5
# 5: 22 NA NA 362 172 3.02 54 3 1 1536 622 2
# ---
# 145: 52 47 43 869 805 5.00 5 3 46 4344 1534 228
# 146: 39 48 60 676 615 3.77 16 9 42 4402 1387 176
# 147: 33 55 51 886 813 5.07 2 5 40 4328 1618 213
# 148: 61 49 45 754 686 4.33 3 5 41 4282 1421 183
# 149: 30 67 41 822 772 4.82 1 7 34 4328 1450 193
# BBA SOA E DP FP name
# <int> <int> <int> <int> <num> <char>
# 1: 33 110 483 56 0.870 Boston Red Stockings
# 2: 28 22 229 16 0.829 Chicago White Stockings
# 3: 53 34 234 15 0.818 Cleveland Forest Citys
# 4: 21 17 163 8 0.803 Fort Wayne Kekiongas
# 5: 33 46 323 33 0.868 New York Mutuals
# ---
# 145: 662 846 134 182 0.978 Anaheim Angels
# 146: 543 1198 104 132 0.983 Arizona Diamondbacks
# 147: 616 987 127 146 0.979 Milwaukee Brewers
# 148: 515 1125 98 135 0.983 Tampa Bay Rays
# 149: 627 1202 73 156 0.988 Miami Marlins
# park attendance BPF PPF teamIDBR
# <char> <int> <int> <int> <fctr>
# 1: South End Grounds I NA 103 96 BOS
# 2: Union Base-Ball Grounds NA 104 102 CHI
# 3: National Association Grounds NA 96 100 CLE
# 4: Hamilton Field NA 101 107 KEK
# 5: Union Grounds (Brooklyn) NA 93 92 NYU
# ---
# 145: Edison International Field 2066982 102 103 ANA
# 146: Bank One Ballpark 3019654 101 101 ARI
# 147: County Stadium 1701796 99 99 MIL
# 148: Tropicana Field 1874962 98 97 TBR
# 149: Marlins Park 1583014 93 93 MIA
# teamIDlahman45 teamIDretro
# <fctr> <fctr>
# 1: BS1 BS1
# 2: CH1 CH1
# 3: CL1 CL1
# 4: FW1 FW1
# 5: NY2 NY2
# ---
# 145: ANA ANA
# 146: ARI ARI
# 147: ML4 MIL
# 148: TBA TBA
# 149: FLO MIANote that this approach can of course be combined with
.SDcols to return only portions of the
data.table for each .SD (with the caveat that
.SDcols should be fixed across the various subsets)
NB: .SD[1L] is currently optimized by GForce
(see
also), data.table internals which massively speed up
the most common grouped operations like sum or
mean – see ?GForce for more details and keep
an eye on/voice support for feature improvement requests for updates on
this front: 1, 2, 3, 4, 5, 6
Grouped Regression
Returning to the inquiry above regarding the relationship between
ERA and W, suppose we expect this relationship
to differ by team (i.e., there’s a different slope for each team). We
can easily re-run this regression to explore the heterogeneity in this
relationship as follows (noting that the standard errors from this
approach are generally incorrect – the specification
ERA ~ W*teamID will be better – this approach is easier to
read and the coefficients are OK):
# Overall coefficient for comparison
overall_coef = Pitching[ , coef(lm(ERA ~ W))['W']]
# use the .N > 20 filter to exclude teams with few observations
Pitching[ , if (.N > 20L) .(w_coef = coef(lm(ERA ~ W))['W']), by = teamID
][ , hist(w_coef, 20L, las = 1L,
xlab = 'Fitted Coefficient on W',
ylab = 'Number of Teams', col = 'darkgreen',
main = 'Team-Level Distribution\nWin Coefficients on ERA')]
abline(v = overall_coef, lty = 2L, col = 'red')
A histogram depicting the distribution of fitted coefficients. It is vaguely bell-shaped and concentrated around -.2
While there is indeed a fair amount of heterogeneity, there’s a distinct concentration around the observed overall value.
The above is just a short introduction of the power of
.SD in facilitating beautiful, efficient code in
data.table!