在data.table的两列上滚动功能 [英] Rolling a function on two columns in data.table

问题描述

我有一个data.table如下-

I have a data.table as follows -

library(data.table)
dt = data.table(
  date = seq(as.Date("2015-12-01"), as.Date("2015-12-10"), by="days"),
  v1 = seq(1, 10),
  v2 = c(5, rep(NA, 9))
)
dt
          date v1 v2
 1: 2015-12-01  1  5
 2: 2015-12-02  2 NA
 3: 2015-12-03  3 NA
 4: 2015-12-04  4 NA
 5: 2015-12-05  5 NA
 6: 2015-12-06  6 NA
 7: 2015-12-07  7 NA
 8: 2015-12-08  8 NA
 9: 2015-12-09  9 NA
10: 2015-12-10 10 NA

我想将函数qma应用于v1的当前行值和v2的前一行值 qma<-函数(x，y){(x + y + 7)/2}

I want to roll apply the function qma to the current row value of v1 and the previous row value of v2 qma <- function(x, y){(x+y+7)/2}

我确信必须使用Zoo :: rollapplyr或data.table在一行中完成此操作.

I am sure there must be a simple way to do this in one line using zoo::rollapplyr or data.table.

这是原始问题的后续问题， R-data.table中两列的滚动总和

This is a follow-up question of the original one here R - Rolling sum of two columns in data.table

推荐答案

对于这种递归计算，您可以在此处使用 Reduce :

For such recursive calculation you may use Reduce here :

library(data.table)

dt[, v2 := Reduce(qma, v1[-1], init = first(v2), accumulate = TRUE)]
dt

#          date v1       v2
# 1: 2015-12-01  1  5.00000
# 2: 2015-12-02  2  7.00000
# 3: 2015-12-03  3  8.50000
# 4: 2015-12-04  4  9.75000
# 5: 2015-12-05  5 10.87500
# 6: 2015-12-06  6 11.93750
# 7: 2015-12-07  7 12.96875
# 8: 2015-12-08  8 13.98438
# 9: 2015-12-09  9 14.99219
#10: 2015-12-10 10 15.99609

Reduce 与 accumulate = TRUE 一起使用时，将执行递归计算输出，该输出取决于先前的输出.

Reduce when used with accumulate = TRUE performs recursive calculation output of which is dependent on previous output.

举一个简单的示例来计算累计和.

Take a simple example of calculating cumulative sum.

x <- 1:10
res <- Reduce(`+`, x, accumulate = TRUE)
res
#[1]  1  3  6 10 15 21 28 36 45 55

res [1] 是 x [1] ， res [2] 是 res [1] + x [2] ， res [3] 是 res [2] + x [3] 等.

这篇关于在data.table的两列上滚动功能的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！