R xtable with multicolumns and booktabs

Question

I want to convert a data.frame into a (booktab) latex table with multicolumns but I fail to create output which puts the \toprule on top of the table. The following data is used

dat <- structure(c(841.8, 804.4, 135.1, 106.2, 0.7025, 0.09645, 305.2, 
707.1, 449.3, 119.9, 0.7025, 0.09645), .Dim = c(2L, 6L), .Dimnames = list(
c("ev", "smooth"), c("Mean", "SD", "best", "Mean", "SD", 
"best")))

> dat    
    Mean    SD    best  Mean    SD    best
    ev     841.8 135.1 0.70250 305.2 449.3 0.70250
    smooth 804.4 106.2 0.09645 707.1 119.9 0.09645

addtorow <- list()
addtorow$pos <- list(-1)
addtorow$command <- '& \\multicolumn{3}{c}{Tab a}& \\multicolumn{3}{c}{Tab b}\\\\'

print(xtable(dat), add.to.row=addtorow, include.colnames=TRUE,booktabs=TRUE)

The output looks almost correct, but the \toprule is on the wrong position.

\begin{table}[ht]
\centering
\begin{tabular}{rrrrrrr}
  & \multicolumn{3}{c}{In-sample}& \multicolumn{3}{c}{Out-of-sample}\\     
  \toprule
  & Mean & SD & best & Mean & SD & best \\ 
  \midrule
  ev & 841.80 & 135.10 & 0.70 & 305.20 & 449.30 & 0.70 \\ 
  smooth & 804.40 & 106.20 & 0.10 & 707.10 & 119.90 & 0.10 \\ 
  \bottomrule
\end{tabular}
\end{table}

Changing addtorow$pos<-list(0) is not an answer as it places the top rule correctly but puts the multicolumn row below the column-names of the table. I am looking for the following output:

\begin{table}[ht]
\centering
\begin{tabular}{rrrrrrr}
\toprule
 & \multicolumn{3}{c}{In-sample}& \multicolumn{3}{c}{Out-of-sample}\\ 
 & Mean & SD & best & Mean & SD & best \\ 
 \midrule
 ev & 841.80 & 135.10 & 0.70 & 305.20 & 449.30 & 0.70 \\ 
 smooth & 804.40 & 106.20 & 0.10 & 707.10 & 119.90 & 0.10 \\ 
 \bottomrule
 \end{tabular}
 \end{table}

Any comment is greatly appreciated.

Answer 1

I strongly recommend to use the amazing kableExtra package.

\documentclass{article}
\usepackage{booktabs}
\begin{document}

<<setup, include=FALSE>>=
library(knitr)
opts_chunk$set(echo=FALSE)
library(kableExtra)
options(knitr.table.format = "latex")
dat <- structure(c(841.8, 804.4, 135.1, 106.2, 0.7025, 0.09645, 305.2, 
707.1, 449.3, 119.9, 0.7025, 0.09645), .Dim = c(2L, 6L), .Dimnames = list(
c("ev", "smooth"), c("Mean", "SD", "best", "Mean", "SD", 
"best")))
@

<<results='asis'>>=
kable(dat, booktabs = TRUE, caption = "My table", align = "c") %>% 
  add_header_above(c(" ", "Tab a"=3, "Tab b"=3)) %>% 
    kable_styling(latex_options = "hold_position")
@

\end{document}