# Programmatic Data Import¶

loadd()

csvReadM()

csvReadSA()

xlsReadM()

xlsReadSA()

load()

File types

GAUSS (GDAT, DAT, FMT)

X

X

(Except GDAT)

SAS, SPSS, Stata

X

CSV and delimited text

X

X

(Deprecated)

Excel (XLS, XLSX)

X

X

In most cases, you should use loadd() to load data from:

• Excel (XLS, XLSX)

• CSV or other delimited text files.

• Stata (DTA), SAS (SAS7BDAT), SPSS or GAUSS Datasets (GDAT or DAT).

• GAUSS Matrix files (FMT), or HDF5 datasets.

## Load all variables from a dataset¶

To load all variables from a dataset using loadd(), only the file name is passed in.

// Create file name with full path
dataset = getGAUSSHome("examples/housing.csv");

// Load all variables from the file


Note

By default, loadd() assumes that the first row of CSV and Excel files contains variable names. This can be changed using the loadFileControl structure.

## GAUSS formula string basics¶

GAUSS formula strings allow you to represent a model or collection of variables in a compact and intuitive manner, using the variable names in the dataset.

Formula strings can be used to:

• Specify which variables to load.

• Create interaction terms.

• Specify variable types including dates, categorical variables, and strings.

• Include or exclude intercepts from models.

A formula string can be used to tell GAUSS whether to load specific variables, to exclude specific variables, to load an intercept.

Operator

Purpose

.

Represents all variables.

+

-

Removes a variable.

1

Represents an intercept term.

*

Adds an interaction term and includes both original variables.

:

Adds an interaction between two variables, but does not include either of the original variables.

Keyword

Purpose

cat

Load a variable as categorical column in a dataframe.

date

Load a variable as date column in a dataframe.

str

Load a variable as string column in a dataframe.

$Indicates that a variable is stored in the file as a string and that the variable should be passed to the keyword or procedure as a string column. ## Load a subset of variables¶ // Create file name with full path dataset = getGAUSSHome("examples/detroit.sas7bdat"); // Load two specific variables from the file detroit = loadd(dataset, "unemployment + hourly_earn");  ## Load all variables except one¶ // Create file name with full path dataset = getGAUSSHome("examples/xle_daily.xlsx"); // Load all variables except for date xle = loadd(dataset, ". -date");  ## Load categorical variables¶ Some datasets such as, GDAT, SAS, Stata (.dta), and SPSS store variable type information. GAUSS will automatically identify categorical variables from these files. // Create file name with full path dataset = getGAUSSHome("examples/auto2.dta"); // GAUSS will load price as numeric // and rep78 as categorical, because this // information is contained in the dataset auto = loadd(dataset, "price + rep78");  Excel, CSV, and other text files do not store variable type descriptions and can only pass string or numeric data to GAUSS. In these cases, GAUSS uses intelligent type detection to auto-detect variable types, including categorical data. If a categorical variable is not automatically detected by GAUSS, use the cat keyword with loadd() to specify that a string variable should represent categorical data. // Create file name with full path dataset = getGAUSSHome( "examples/yarn.xlsx"); // Load amplitude as a categorical variable and cycles as numeric yarn = loadd(dataset, "cat(amplitude) + cycles");  ## Load and transform variables in one step¶ Data transformations can be implemented during loading by including the appropriate GAUSS procedure in the formula string. // Create file name with full path dataset = getGAUSSHome("examples/housing.csv"); // Load price variable and perform natural log transform ln_price = loadd(dataset, "ln(price)");  You can also use your own procedures in formula strings as shown below: // Create file name with full path dataset = getGAUSSHome("examples/housing.csv"); // Load price variable and perform first difference of natural log ln_price_d = loadd(dataset, "lndiff(price)"); proc (1) = lndiff(x); local ln_x; ln_x = ln(x); retp(ln_x - lagn(ln_x,1)); endp;  Note Procedures used in formula strings must take a single column vector as input and return a column vector of the same length. If your procedure needs the variable loaded as a string, you can prepend the variable name with a dollar sign $ to tell GAUSS to load the variable as a string array and pass it to your procedure.

// Create file name with full path
dataset = getGAUSSHome("examples/nba_ht_wt.xls");

// Load school variable as a string and pass to is_nc procedure
nba = loadd(dataset, "is_nc($school) + height + weight"); proc (1) = is_nc(name); retp(name .$== "North Carolina");
endp;


GAUSS will automatically detect a date variables if they are in one of the recognizable, pre-existing formats.

// Create file name with full path
dataset = getGAUSSHome("examples/eurusd_tick.csv");

// Load variables and specify that the variable named
// date, should be loaded as a date vector


The first five rows of our eur_usd dataframe looks like:

            date              bid              ask
20081031 1251450        1.2739000        1.2736000
20081031 1251470        1.2740000        1.2737000
20081031 1251550        1.2741000        1.2738000
20081031 1251580        1.2738000        1.2735000
20081031 1251590        1.2739000        1.2736000


GAUSS will automatically detect many standard date formats:

Format

Example

%Y%m%d

20181031

%d-%m-%Y

31-10-2018

%m-%d-%Y

10-31-2018

%Y-%m-%d

2018-10-31

%m/%d/%Y

10/31/2018

%Y/%m/%d

2018/10/31

%d %B %Y

31 October 2018

%Y%m%d%H%M

201810311830

%Y%m%d %H%M

20181031 1830

%d-%m-%Y %R

31-10-2018 18:30

%Y-%m-%d %R

2018-10-31 18:30

%m/%d/%Y %R

10/31/2018 18:30

%Y/%m/%d %R

2018/10/31 18:30

%d %B %Y %R

31 October 2018 18:30

%Y%m%d%H%M%S

20181031183000

%Y%m%d %H%M%S

20181031 183000

%T

18:30:00

%d-%m-%Y %T

31-10-2018 18:30:00

%Y-%m-%d %T

2018-10-31 18:30:00

%m/%d/%Y %T

10/31/2018 18:30:00

%Y/%m/%d %T

2018/10/31 18:30:00

%m/%d/%Y %T %p

10/31/2018 18:30:00 PM

%Y/%m/%d %T.%j

2018/10/31 18:30:00.000

%m/%d/%Y %T.%j

10/31/2018 18:30:00.000

%d %B %Y %R

31 October 2018 18:30:00

%Y-%m-%dT%T

2018-10-31T18:30

%Y-%m-%dT%TT

2018-10-31T18:30T

%Y-%m-%dT%T

2018-10-31T18:30:00

%Y-%m-%dT%TT

2018-10-31T18:30:00T

%Y-%m-%dT%T.%j

2018-10-31T18:30:00.000

%Y-%m-%dT%T.%jT

2018-10-31T18:30:00.000T

## How to load non-standard date formats?¶

If a date variable is not in a recognizable format, the date keyword should be used in a formula string to indicate that loadd() should load a variable as a date. In this case, GAUSS allows you to specify any arbitrary date format using BSD strftime specifiers to denote the date elements.

Note

The full list of strftime format specifiers can be found in the documentation for strctoposix().

The strftime specifier tells GAUSS how to interpret the date elements of the text. For example consider a file containing the contents below:

"date","price"
"January, 1982",12.83
"February, 2004",19.21


The table below shows how we use the first date observation, "January, 2004" to create the format string "%B, %Y".

Original Contents

Description

Type

Format string contents

January

The full name of the month.

Date

%B

,

A comma.

Literal

,

(space)

A space.

Literal

(space)

1982

A four digit year.

Date

%Y

Now pass the format string as the second input to the date keyword. Assuming our file is called date_test.csv, the code would look like this:

// Load 'date' with custom date format, using a strftime specifier
data = loadd("date_test.csv", "date(date, '%B, %Y') + price);


Note that the format specifier is enclosed in single ticks.

## How to load a variable as a string?¶

In most cases, GAUSS will auto-detect when a variable is a string variable. However, in the case a string variable is not correctly identified by GAUSS, the str keyword should be used, within a GAUSS formula string. This will specify that a variable should be loaded as a string variable in a dataframe.

Consider the nba_ht_wt.xls dataset.

// Create file name with full path
dataset = getGAUSSHome("examples/nba_ht_wt.xls");

// 'height' and 'weight' as numeric.


Without any formula strings, two of the variables, player and School will be loaded as strings:

>> asdf(getcolnames(nba), "Variable")~getcoltypes(nba)

Variable             type
Player           string
Pos         category
Height           number
Weight           number
Age           number
School           string
BDate             date


Now, let’s load the variables player, Pos, and age. This time we will specify that we want Pos to be loaded as a string rather than a category:

// Create file name with full path
dataset = getGAUSSHome("examples/nba_ht_wt.xls");

// Load Player, Pos, and Age
// Specify Pos as string variable
nba = loadd(dataset, "player + str(Pos) + age");


The player variable will automatically load as a string variable, the age variable will automatically load as a numeric, and Pos loads as a categorical variable:

>> asdf(getcolnames(nba_subset), "Variable")~getcoltypes(nba_subset)

Variable             type
player           string
Pos           string
age           number


Note

This loads a variable as a string type in a dataframe. If you want to load a variable into a GAUSS string array, use loaddsa().

## How to load an interaction term using a formula string?¶

Use the : operator in a formula string to load a pure interaction term between the variables on the left and right of the colon.

// Create file name with full path
dataset = getGAUSSHome("examples/housing.csv");

// Load and create a variable that is the interaction (element-by-element product)
// 'new' and 'baths'. Do not load either 'new' or 'baths'.


Use the * operator in a formula string to load a each variable on the left and right of the *, as well as an interaction term between the two.

// Create file name with full path
dataset = getGAUSSHome("examples/housing.csv");

// Load and create a variable that is the interaction (element-by-element product)
// 'new' and 'baths'. Also load the variables 'new' and 'baths'.


loadd() allows you to control various data import options such as:

• The row range.

• Missing values handling.

• Delimiters and quotations for CSV files.

• Specifying the sheet of an XLS or XLSX file.

by passing in the loadFileControl structure.

### Basic usage of the loadFileControl structure¶

As with all GAUSS control structures, there are four steps to using the loadFileControl structure.

1. Declare an instance of the structure.

2. Fill the structure with default values.

3. Modify the settings that you want to change.

4. Pass the structure to loadd().

### Modify the row range loaded by loadd()¶

The ld_ctl.row_range.first and ld_ctl.row_range.last members of the loadFileControl structure specify the row range for importing.

// Create file name with full path
dataset = getGAUSSHome("examples/housing.csv");

// 1. Declare ld_ctl to be an instance of a 'loadFileControl' structure

// 2. Fill 'ld_ctl' with default settings

// 3. Change the row range to load rows 9-21
ld_ctl.row_range.first = 9;
ld_ctl.row_range.last = 21;

// Pass the loadFileControl structure as the final input
// Note the use of the '.' operator to note that all variables should be loaded


### Specify the row containing the variable names in a text or Excel file¶

By default, loadd() assumes that the first line of an Excel or delimited text file contains the variable names. The header_row member of the loadFileControl structure allows you to control which row is interpreted as variable names.

For example consider a file containing:

// 'headroom' was reported in inches
21,144
35,90
12,160


Assuming this file is named auto_headers.csv and is in our current working directory, we can load this file, correctly specifying that the variable names are in the second row using a loadFileControl structure:

// Declare structure and fill with default settings

// Specify the row containing the variable names

// Load the data, using the settings in 'ld_ctl'


### Specify string values to import as missing values¶

Prior to calling the loadd() procedure, use the ld_ctl.missing_vals_str member of the loadFileControl structure to specify values that should be treated as missing upon import.

GAUSS identifies both “.” and “” as missing values by default.

For example, if we have the following data file:

id,price,transaction
11032,12.34,"purchase"
11210,99.21,"exchange"
11087,34.21,"NA"
11249,129.20,"purchase"
10277,19.43,"unknown"


and we want to specify both "NA" and "unknown" as missing values, we would use the following code:

// Declare structure and fill with default settings

// Specify that "NA" and "unknown" should be imported as missing values
ld_ctl.missing_vals_str = { "NA" "unknown" };

// Load variables, specifying that 'transaction' should be a categorical
// variable and any string observations matching either "NA" or
// unknown should be interpreted as missing values.
transactions = loadd("missing_value.csv", "id + price + cat(transaction)", ld_ctl);


### Specify a CSV file delimiter programmatically¶

By default, loadd() expects files with a .csv file extension to use a comma as the delimiter. To change the file delimiter use the delimiter member of the loadFileControl structure.

Common Data File Delimiters

Name

Symbol

Comma

“,”

Space

” “

Tab

“t”

Pipe

“|”

Semi-colon

“;”

For example, a space delimited file like this:

length width
25 31
14 22
19 44


named space_separated.csv can be loaded like this:

// Declare structure and fill with default settings

// Specify space as the file delimiter
ld_ctl.csv.delimiter = " ";

// Load all variables from a space separated text file


### Specify the CSV file quotation character¶

The quote character tells GAUSS which text should be treated as a single element. For example, if we have a space separated file with spaces in the variable names like this:

'length cm' 'width cm'
25 31
14 22
19 44


without the single tick marks, it would look like we have four variable names, but only two variables. The tick marks tell GAUSS that the space before cm is part of the variable name.

However, by default, GAUSS assumes that double quotes, ", are the quote mark. We can use the .csv.quotechar member of the loadFileControl structure to set the quote mark to a single tick as shown below:

// Declare structure and fill with default settings

// Specify space as the file delimiter
ld_ctl.csv.delimiter = " ";

// Specify the quote character to be a single tick
ld_ctl.csv.quotechar = "'";

// Load all variables from a space separated text file


## The Excel Data Tools¶

### Load a specific range from an Excel file¶

You can load a specified range of an Excel file into a GAUSS numeric matrix or string array with xlsReadM() and xlsReadSA(), respectively.

fname = getGAUSSHome("examples/xle_daily.xlsx");

// Load data from a specific range of an Excel file into a numeric matrix

fname = getGAUSSHome("examples/yarn.xlsx");

// Load data from a specific range of an Excel file into a string array


More details can be found in the Command Reference pages for xlsReadM() and xlsReadSA().

### Check the number of sheets in an Excel spreadsheet¶

Use the xlsGetSheetCount() procedure to count the number of sheets contained in the filename.

// File name with full path
fname = getGAUSShome("examples/yarn.xlsx");

// Count sheets
nsheets = xlsGetSheetCount(fname);


Full details and more examples can be found in the Command Reference page for xlsGetSheetCount().

### Check the size of an Excel spreadsheet¶

Use the xlsGetSheetSize() procedure to count the size of a specific sheet, sheetname, in filename. The sheet name is an optional argument and the first sheet will be checked by default.

// File name with full path
fname = getGAUSShome("examples/yarn.xlsx");

// Leave out optional sheet number
{ r, c } = xlsGetSheetSize(fname);


Full details and more examples can be found in the Command Reference page for xlsGetSheetSize().

### Check the type of Excel cells¶

Use the xlsGetSheetTypes() procedure to check the cell format types of a specific row in an Excel spreadsheet.

// File name with full path
fname = getGAUSShome("examples/xle_daily.xlsx");

// Specify sheet number
sheet = 1;

// Specify row
row = 1;

// Get cell types
cell_types = xlsGetSheetTypes(fname, sheet, row);


Full details and more examples can be found in the Command Reference page for xlsGetSheetTypes().

## Merging dataframes¶

In GAUSS merging:

Consider two dataframes. The first contains ID and Age:

    ID      Age
John       22
Mary       18
Susan       34
Connie       45


The second contains ID and Occupation:

   ID      Occupation
John         Teacher
Mary         Surgeon
Susan       Developer
Tyler           Nurse


First, create the dataframes:

// Create ID strings
string ID1 = { "John", "Mary", "Susan", "Connie" };
string ID2 = { "John", "Mary", "Susan", "Tyler" };

// Create age vector
age = { 22, 18, 34, 45 };

// Create occupation string
string Occupation = { "Teacher", "Surgeon", "Developer", "Nurse" };

// Create first df
df1 = asDF(ID1, "ID") ~ asDF(age, "Age");

// Create second df
df2 = asDF(ID2, "ID") ~ asDF(Occupation, "Occupation");


Next, merge df2 with df1 using ID as a key:

// Merge dataframes
df3 = outerJoin(df2, "ID", df1, "ID", "full");


The df3 dataframe contains:

    ID       Occupation              Age
John          Teacher        22.000000
Mary          Surgeon        18.000000
Susan        Developer        34.000000
Tyler            Nurse                .
Connie                .        45.000000


The df3 dataframe contains all observations from both the df1 and df2 dataframes, even if they aren’t matched, because of the "full" option.

To keep the matches to the keys from the df2 dataframe, exclude the "full" option:

// Merge dataframes
df3 = outerJoin(df2, "ID", df1, "ID");


Now df3 includes:

   ID       Occupation              Age
John          Teacher        22.000000
Mary          Surgeon        18.000000
Susan        Developer        34.000000
Tyler            Nurse                .
`