[R] How to find moving averages within each subgroup of a data frame

clair.crossupton at googlemail.com clair.crossupton at googlemail.com
Thu Oct 22 18:28:03 CEST 2009


Dear all,

If I have the following data frame:

> set.seed(21)
> df1 <- data.frame(col1=c(rep('a',5), rep('b',5), rep('c',5)), col4=rnorm(1:15))

   col1         col4
1     a  0.793013171
2     a  0.522251264
3     a  1.746222241
4     a -1.271336123
5     a  2.197389533
6     b  0.433130777
7     b -1.570199630
8     b -0.934905667
9     b  0.063493345
10    b -0.002393336
11    c -2.276781240
12    c  0.757412225
13    c -0.548405554
14    c  0.172549478
15    c  0.562853068

How can i make a 2 point moving average within each group? i.e.

col1	col4	SMA
a	0.793013171	NA
a	0.522251264	0.657632218
a	1.746222241	1.134236753
a	-1.271336123	0.237443059
a	2.197389533	0.463026705
b	0.433130777	NA
b	-1.57019963	-0.568534427
b	-0.934905667	-1.252552649
b	0.063493345	-0.435706161
b	-0.002393336	0.030550005
c	-2.27678124	NA
c	0.757412225	-0.759684508
c	-0.548405554	0.104503336
c	0.172549478	-0.187928038
c	0.562853068	0.367701273

>From what i've read, i was thinking it would be something along the
lines of:

> aggregate(df1$col4, by=list(df1$col1), function(x) {filter(x, rep(1/2,2), sides=1 )} )
Error in aggregate.data.frame(as.data.frame(x), ...) :
  'FUN' must always return a scalar

But this tells me (i think) that aggregate should only return a single
value per group. So what i need, i guess, is something that takes all
the values in a given group, and returns a vector of the same length.
Not sure which function to use for that.

Thanks in advance,

C xx

P.S. on a side note, is it possible to extract the values which
aggregate passes to the function(x) in my example above?




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