How can I Stack data in a Table

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Peter Kristiansen
Peter Kristiansen 2016-9-21
评论： Peter Perkins 2016-9-23
Hi,
My data looks like this (A 3046X5 table):
Date | Excess_Stock | Excess_Index | FD_Stock | FD_Index
731910 | 0.01 | 0.02 | 0.05 | 0.06
731911 | 0.02 | 0.04 | 0.04 | 0.4
. .
. .
My question: Is it possible to get the data stack the following way
Date SecName Excess FD
731910 Stock 0.01 0.05
731911 Stock 0.02 0.04
731910 Index 0.02 0.06
731911 Index 0.04 0.4

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Guillaume
Guillaume 2016-9-21
I'm not sure stack can produce the output you want, but with only two different categories to stack a manual extraction would work:
names = {'Date' 'Excess_Stock' 'Excess_Index' 'FD_Stock' 'FD_Index'};
T = array2table([731910 0.01 0.02 0.05 0.06;...
731911 0.02 0.04 0.04 0.4], ...
'VariableNames', names);
C1 = table2cell(T(:, {'Date', 'Excess_Stock', 'FD_Stock'})); %or T(:, [1 2 4]);
C2 = table2cell(T(:, {'Date', 'Excess_Index', 'FD_Index'})); %or T(:, [1 3 5]);
C1 = [C1(:, 1), repmat({'Stock'}, height(T), 1), C1(:, [2 end])];
C2 = [C2(:, 1), repmat({'Index'}, height(T), 1), C2(:, [2 end])];
newnames = {'Date', 'SecName', 'Excess', 'FD'};
stackedT = cell2table([C1; C2], 'VariableNames', newnames)
  1 个评论
Peter Kristiansen
Peter Kristiansen 2016-9-21
I think your right.. Currently, I'm working with a smaller data set to get the model work. In the future I think that I will have about 8 categories.. But your answer gives the right output!

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更多回答（1 个）

Peter Perkins
Peter Perkins 2016-9-21
There's a function specifically to do this: stack. In this case, you are stacking two groups of variables, so it's not quite as simple as the simplest case, but it's pretty simple.
% set up some fake data
>> vnames = {'Date' 'Excess_Stock' 'Excess_Index' 'FD_Stock' 'FD_Index'};
>> tunstacked = array2table([[1;2;3] rand(3,4)],'VariableNames',vnames)
tunstacked =
Date Excess_Stock Excess_Index FD_Stock FD_Index
____ ____________ ____________ ________ ________
1 0.77491 0.084436 0.80007 0.18185
2 0.8173 0.39978 0.43141 0.2638
3 0.86869 0.25987 0.91065 0.14554
% stack the two Excess vars and the two FD vars
>> tstacked = stack(tunstacked,{{'Excess_Stock' 'Excess_Index'} {'FD_Stock' 'FD_Index'}});
>> tstacked.Properties.VariableNames = {'Date' 'SecName' 'Excess' 'FD'};
>> tstacked.SecName = categorical(tstacked.SecName,[2 3],{'Stock' 'Index'})
tstacked =
Date SecName Excess FD
____ _______ ________ _______
1 Stock 0.77491 0.80007
1 Index 0.084436 0.18185
2 Stock 0.8173 0.43141
2 Index 0.39978 0.2638
3 Stock 0.86869 0.91065
3 Index 0.25987 0.14554
  2 个评论
Guillaume
Guillaume 2016-9-22
编辑：Guillaume 2016-9-22
Aaah! That's how you do it. Shouldn't that be documented?
edit: I just realised that it is sort of documented under the tips section which is a) not very clear, b) not where I'd expect it. I would expect to see this in the documentation of the input vars.
Peter Perkins
Peter Perkins 2016-9-23
By "that", I think you mean, "stacking more than one set of variables at a time." Fair enough, I've made a note to have this made more obvious in the documentation.
It is also possible to call stack twice and horizontally concatenate the two results.

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