gtools version of merge

[NilsJPWerner]

What would you like gtools to add or change (and why)?
It would be fantastic if gtools had a gmerge command. Ftools seems to have join/fmerge that is a 2x speedup over merge but since it is implemented in mata it can't support mixed types.

Please include a specific suggestion
Add gmerge command that implements the standard merge functionality.

[mcaceresb]

@NilsJPWerner In theory I'd like to implement this, but in practice I've looked into it a bit and it's very complicated and not at all clear that I'd get a very large speed improvement. I'd like to look into this again in the future but it won't be any time soon. Sorry!

[fpet19]

Unrelated to merge but also a suggestion: it would be great if you could provide a gtools enhancement for carryforward. This is an essential (to me) but often overlooked command, and currently extremely slow. Thanks!

[mcaceresb]

@fpet19 I am curious, what is a specific scenario/example where carryforward is very slow? I have not used it but itsn't it a wrapper for replace var = var[_n-1] if mi(var)?

It's surprising this is specially slow. Or is the issue that if you call it with by that you have to sort the data first? Since it's sensitive to sort order I would have assumed sorting might have been an unavoidable operation.

[fpet19]

Yes, that seems to be the case, I always call it with by. I use gegen to create a group variable for a subset of the group, and then I populate it for the whole group using carryforward. The second command is over 5 times slower than the first.

I assume that whatever magic gtools does for gegen which does not require sorting and then resorting should be useful here. In very long datasets just avoiding having to xtset after gegen-related commands is worth it.