[R] Moving window per group

[mathijsdevaan]

Thanks Gabor, that worked great!


Gabor Grothendieck wrote:
> 
> On Thu, Mar 10, 2011 at 11:27 AM, mathijsdevaan
> <mathijsdevaan at gmail.com> wrote:
>> Hi,
>>
>> I have a data.frame of the following type:
>>
>> F = data.frame(read.table(textConnection("    A  B
>> 1 1  4
>> 2 1  3
>> 3 1  1
>> 4 1  4
>> 5 1  2
>> 6 1  2
>> 7 1  2
>> 8 2  1
>> 9 2  1
>> 10 2  1
>> 11 2  1
>> 12 3  2
>> 13 3  4
>> 14 3  1
>> 15 3  1
>> 16 3  1"),head=TRUE,stringsAsFactors=FALSE))
>>
>> F
>>   A B
>> 1  1 4
>> 2  1 3
>> 3  1 1
>> 4  1 4
>> 5  1 2
>> 6  1 2
>> 7  1 2
>> 8  2 1
>> 9  2 1
>> 10 2 1
>> 11 2 1
>> 12 3 2
>> 13 3 4
>> 14 3 1
>> 15 3 1
>> 16 3 1
>>
>> I want to generate a new column in which I calculate the (cum)sum of the
>> last 3 B's for each group A, so that F$C becomes:
>>
>>   A B C
>> 1  1 4 0
>> 2  1 3 4
>> 3  1 1 7
>> 4  1 4 8
>> 5  1 2 8
>> 6  1 2 7
>> 7  1 2 8
>> 8  2 1 0
>> 9  2 1 1
>> 10 2 1 2
>> 11 2 1 3
>> 12 3 2 0
>> 13 3 4 2
>> 14 3 1 6
>> 15 3 1 7
>> 16 3 1 6
>>
>> I tried this:
>> library(zoo)
>> F$C = rollapply(as.zoo(F$B), 3, FUN = function(x)
>> cumsum(x)-(x),na.pad=TRUE)
>>
> 
> Try this:
> 
>    library(zoo)
> 
>    roll <- function(x) {
>       x <- zoo(c(0, 0, 0, x))
>       rollapply(x, 4, sum, align = "right") - x
>    }
>    F$C <- unlist(tapply(F$B, F$A, roll))
> 
> 
> In the unreleased version of zoo there is a partial= argument on
> rollapply which will make it possible to reduce roll, above, to this:
> 
>    roll <- function(x) rollapply(x, 4, sum, align = "right", partial =
> TRUE) - x
> 
> 
> 
> -- 
> Statistics & Software Consulting
> GKX Group, GKX Associates Inc.
> tel: 1-877-GKX-GROUP
> email: ggrothendieck at gmail.com
> 
> ______________________________________________
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> 


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