multimerge.R

#' Merge Multiple Data Frames
#'
#' @name multimerge
#'
#' Merges list of data frames.
#'
#' @param dflist List of data frames.
#' @param by Merge keys.
#' @param ... Additional merge arguments.
#'
#' @return Merged data frame.
#'
#' @examples
#' d1 <- data.frame(id = 1:3, x = c(10, 20, 30))
#' d2 <- data.frame(id = 1:3, y = c(40, 50, 60))
#' d3 <- data.frame(id = 1:3, z = c(70, 80, 90))
#'
#' # Merge three data frames on a common key
#' iaw$multimerge(list(d1, d2, d3), by = "id")
#'
#' # Works with any number of frames; all.x = TRUE for left join behaviour
#' d4 <- data.frame(id = c(1, 2), w = c(100, 200))
#' iaw$multimerge(list(d1, d2, d4), by = "id", all.x = TRUE)
#'
#' # Merge daily factor returns from separate sources
#' mkt  <- data.frame(date = 1:3, mkt = c(0.01, -0.02, 0.03))
#' smb  <- data.frame(date = 1:3, smb = c(0.005, 0.01, -0.005))
#' hml  <- data.frame(date = 1:3, hml = c(-0.01, 0.02, 0.00))
#' factors <- iaw$multimerge(list(mkt, smb, hml), by = "date")
#' factors  # 3 x 4 data frame with date, mkt, smb, hml
#'
#' # Merge on composite key (two columns)
#' a <- data.frame(id = c(1,1,2), year = c(2020,2021,2020), x = 10:12)
#' b <- data.frame(id = c(1,1,2), year = c(2020,2021,2020), y = 20:22)
#' c <- data.frame(id = c(1,1,2), year = c(2020,2021,2020), z = 30:32)
#' iaw$multimerge(list(a, b, c), by = c("id", "year"))
#'
#' @family data-reshaping
#' @export

iaw$multimerge <- function(dflist, by, ...) {
    stopifnot(is.list(dflist))  ## list of data frames
    stopifnot(length(dflist) > 1)

    stopifnot(all(sapply(dflist, is.data.frame)))

    Reduce(function(x, y) merge(x, y, by = by, ...), dflist)
}