Merge Panel data to get balanced panel data

Question

I have several data frames in panel data form. Now I want to merge these panel data frames into one panel data. These data frames have common and different between them. I i

Answer 1

Two alternative possibilities of which especially the data.table altenative(s) are of interest when speed and memory are an issue:

base R :

Bind the dataframes together into one:

df3 <- rbind(df1,df2)

Create a reference dataframe with all possible combinations of Month and variable with expand.grid:

ref <- expand.grid(Month = unique(df3$Month), variable = unique(df3$variable))

Merge them together with all.x=TRUE so you make sure the missing combinations are filled with NA-values:

merge(ref, df3, by = c("Month", "variable"), all.x = TRUE)

Or (thanx to @PierreLafortune):

merge(ref, df3, by=1:2, all.x = TRUE)

data.table :

Bind the dataframes into one with 'rbindlist' which returns a 'data.table':

library(data.table)
DT <- rbindlist(list(df1,df2))

Join with a reference to ensure all combinations are present and missing ones are filled with NA:

DT[CJ(Month, variable, unique = TRUE), on = c(Month="V1", variable="V2")]

Everything together in one call:

DT <- rbindlist(list(df1,df2))[CJ(Month, variable, unique = TRUE), on = c(Month="V1", variable="V2")]

An alternative is wrapping rbindlist in setkey and then expanding with CJ (cross join):

DT <- setkey(rbindlist(list(df1,df2)), Month, variable)[CJ(Month, variable, unique = TRUE)]