r - How to create a lag variable within each group? -

-

i have data.table:

set.seed(1) data <- data.table(time = c(1:3, 1:4),                    groups = c(rep(c("b", "a"), c(3, 4))),                    value = rnorm(7))  data #    groups time      value # 1:      b    1 -0.6264538 # 2:      b    2  0.1836433 # 3:      b    3 -0.8356286 # 4:         1  1.5952808 # 5:         2  0.3295078 # 6:         3 -0.8204684 # 7:         4  0.4874291

i want compute lagged version of "value" column, within each level of "groups".

the result should like

#   groups time      value  lag.value # 1         1  1.5952808         na # 2         2  0.3295078  1.5952808 # 3         3 -0.8204684  0.3295078 # 4         4  0.4874291 -0.8204684 # 5      b    1 -0.6264538         na # 6      b    2  0.1836433 -0.6264538 # 7      b    3 -0.8356286  0.1836433

i have tried use lag directly: 

data$lag.value <- lag(data$value)

...which wouldn't work.

i have tried:

unlist(tapply(data$value, data$groups, lag))  a1         a2         a3         a4         b1         b2         b3   na -0.1162932  0.4420753  2.1505440         na  0.5894583 -0.2890288

which want. vector generated ordered differently ordering in data.table problematic.

what efficient way in base r, plyr, dplyr, , data.table?

you within data.table

 library(data.table)  data[, lag.value:=c(na, value[-.n]), by=groups]   data  #   time groups       value   lag.value  #1:    1       0.02779005          na  #2:    2       0.88029938  0.02779005  #3:    3      -1.69514201  0.88029938  #4:    1      b -1.27560288          na  #5:    2      b -0.65976434 -1.27560288  #6:    3      b -1.37804943 -0.65976434  #7:    4      b  0.12041778 -1.37804943

for multiple columns:

nm1 <- grep("^value", colnames(data), value=true) nm2 <- paste("lag", nm1, sep=".") data[, (nm2):=lapply(.sd, function(x) c(na, x[-.n])), by=groups, .sdcols=nm1]  data #    time groups      value     value1      value2  lag.value lag.value1 #1:    1      b -0.6264538  0.7383247  1.12493092         na         na #2:    2      b  0.1836433  0.5757814 -0.04493361 -0.6264538  0.7383247 #3:    3      b -0.8356286 -0.3053884 -0.01619026  0.1836433  0.5757814 #4:    1       1.5952808  1.5117812  0.94383621         na         na #5:    2       0.3295078  0.3898432  0.82122120  1.5952808  1.5117812 #6:    3      -0.8204684 -0.6212406  0.59390132  0.3295078  0.3898432 #7:    4       0.4874291 -2.2146999  0.91897737 -0.8204684 -0.6212406 #    lag.value2 #1:          na #2:  1.12493092 #3: -0.04493361 #4:          na #5:  0.94383621 #6:  0.82122120 #7:  0.59390132

update

from data.table versions >= v1.9.5, can use shift type lag or lead. default, type lag. 

data[, (nm2) :=  shift(.sd), by=groups, .sdcols=nm1] #   time groups      value     value1      value2  lag.value lag.value1 #1:    1      b -0.6264538  0.7383247  1.12493092         na         na #2:    2      b  0.1836433  0.5757814 -0.04493361 -0.6264538  0.7383247 #3:    3      b -0.8356286 -0.3053884 -0.01619026  0.1836433  0.5757814 #4:    1       1.5952808  1.5117812  0.94383621         na         na #5:    2       0.3295078  0.3898432  0.82122120  1.5952808  1.5117812 #6:    3      -0.8204684 -0.6212406  0.59390132  0.3295078  0.3898432 #7:    4       0.4874291 -2.2146999  0.91897737 -0.8204684 -0.6212406 #    lag.value2 #1:          na #2:  1.12493092 #3: -0.04493361 #4:          na #5:  0.94383621 #6:  0.82122120 #7:  0.59390132

if need reverse, use type=lead

nm3 <- paste("lead", nm1, sep=".")

using original dataset

  data[, (nm3) := shift(.sd, type='lead'), = groups, .sdcols=nm1]   #  time groups      value     value1      value2 lead.value lead.value1   #1:    1      b -0.6264538  0.7383247  1.12493092  0.1836433   0.5757814   #2:    2      b  0.1836433  0.5757814 -0.04493361 -0.8356286  -0.3053884   #3:    3      b -0.8356286 -0.3053884 -0.01619026         na          na   #4:    1       1.5952808  1.5117812  0.94383621  0.3295078   0.3898432   #5:    2       0.3295078  0.3898432  0.82122120 -0.8204684  -0.6212406   #6:    3      -0.8204684 -0.6212406  0.59390132  0.4874291  -2.2146999   #7:    4       0.4874291 -2.2146999  0.91897737         na          na  #   lead.value2  #1: -0.04493361  #2: -0.01619026  #3:          na  #4:  0.82122120  #5:  0.59390132  #6:  0.91897737  #7:          na

data

 set.seed(1)  data <- data.table(time =c(1:3,1:4),groups = c(rep(c("b","a"),c(3,4))),              value = rnorm(7), value1=rnorm(7), value2=rnorm(7))

Comments

Post a Comment

Popular posts from this blog

qt - Using float or double for own QML classes -

-
i've created components , helper methods using c++ , qt used in qml gui. of methods calculate gui elements (size, transformations, scene graph items creation). target arm 32 bit using opengl / eglfs render output. opengl using float , qml using real (defined double ). what should use in c++ do not lose precision? if use qreal ( double ) shouldn't lose precision. if git grep float in qtbase.git , can find out bit more: dist/changes-5.2.0-**************************************************************************** dist/changes-5.2.0-* important behavior changes * dist/changes-5.2.0-**************************************************************************** dist/changes-5.2.0- dist/changes-5.2.0- - qt compiled qreal typedef'ed double on dist/changes-5.2.0: platforms. qreal float on arm chipsets before. guarantees more dist/changes-5.2.0- consistent behavior between platforms qt supports, binary dist/chan...
Read more

Create Outlook appointment via C# .Net -

-
i need create outlook appointment using microsoft.office.interop.outlook , while can work locally on own workstation , works if run web application via server's browser, not work when connect server externally. hence, think might permission issue. i changed application pool identity " localsystem " don't access denied error. unfortunately, doesn't work. the app behaves if appointment created, appointment doesn't appear in outlook. here include file on top of aspx.cs page using outlook = microsoft.office.interop.outlook; here code using pop appointment. outlook.application apptapp = new outlook.application(); outlook.appointmentitem appt = apptapp.createitem(outlook.olitemtype.olappointmentitem) outlook.appointmentitem; appt.subject = txtfirstname.text + " " + txtlastname.text; appt.body = txtcomment.text; appt.alldayevent = false; appt.start = datetime.parse(txtreminderdate.text + " 8:00 am"); appt.end = datetime.p...
Read more

ios - Swift Array Resetting Itself -

-
i have 2 arrays: pointhistory , datehistory . have nstimer , , when timer runs out, action called. in action appending int pointhistory , , current date string datehistory . here timer action: func timeraction() { let steppervalue = int(stepper.value) employee.numberofpoints = steppervalue networking.saveemployee(employee, completion: { (error) -> void in if error != nil { let alert = uialertcontroller(title: "error", message: "there error updating \(self.employee.name)'s points", preferredstyle: .alert) let alertaction = uialertaction(title: "ok", style: .cancel, handler: nil) alert.addaction(alertaction) self.presentviewcontroller(alert, animated: true, completion: nil) } }) var dateformatter = nsdateformatter() dateformatter.dateformat = "mm-dd-yyyy" dateformatter.timezone = nstimezone.localtimezone() var date = nsdate() var ...
Read more