在r中按组应用滚动功能(zoo，data.table) [英] Apply a rolling function by group in r (zoo, data.table)

问题描述

我在做一些相当简单的事情时遇到了麻烦:在data.table中按组应用滚动功能(标准偏差).我的问题是，当我将data.table与rollapply按某列一起使用时，如下面的警告消息中所述，data.table会回收观察值.我想获取窗口外观测值的NA，而不是回收标准差.

I am having trouble doing something fairly simple: apply a rolling function (standard deviation) by group in a data.table. My problem is that when I use a data.table with rollapply by some column, data.table recycles the observations as noted in the warning message below. I would like to get NAs for the observations that are outside of the window instead of recycling the standard deviations.

到目前为止，这是我使用虹膜和大小为2的滚动窗口向右对齐的方法:

This is my approach so far using iris, and a rolling window of size 2, aligned to the right:

library(zoo)
library(data.table)

A <- iris
setDT(A)
A[,stdev := rollapply(Petal.Width, width = 2, sd, align = 'right', partial = F),by = Species]
Warning messages:
1: In `[.data.table`(A, , `:=`(stdeev, rollapply(Petal.Width, width = 2,  :
  Supplied 49 items to be assigned to group 1 of size 50 in column 'stdeev' (recycled leaving remainder of 1 items).
2: In `[.data.table`(A, , `:=`(stdeev, rollapply(Petal.Width, width = 2,  :
  Supplied 49 items to be assigned to group 2 of size 50 in column 'stdeev' (recycled leaving remainder of 1 items).
3: In `[.data.table`(A, , `:=`(stdeev, rollapply(Petal.Width, width = 2,  :
  Supplied 49 items to be assigned to group 3 of size 50 in column 'stdeev' (recycled leaving remainder of 1 items).

> A
     Sepal.Length Sepal.Width Petal.Length Petal.Width   Species     stdeev      stdev
  1:          5.1         3.5          1.4         0.2    setosa 0.00000000 0.00000000
  2:          4.9         3.0          1.4         0.2    setosa 0.00000000 0.00000000
  3:          4.7         3.2          1.3         0.2    setosa 0.00000000 0.00000000
  4:          4.6         3.1          1.5         0.2    setosa 0.00000000 0.00000000
  5:          5.0         3.6          1.4         0.2    setosa 0.14142136 0.14142136
 ---                                                                                  
146:          6.7         3.0          5.2         2.3 virginica 0.28284271 0.28284271
147:          6.3         2.5          5.0         1.9 virginica 0.07071068 0.07071068
148:          6.5         3.0          5.2         2.0 virginica 0.21213203 0.21213203
149:          6.2         3.4          5.4         2.3 virginica 0.35355339 0.35355339
150:          5.9         3.0          5.1         1.8 virginica 0.42426407 0.42426407

推荐答案

向 rollapply 添加 fill = NA .这将确保返回长度为50(而不是49)的向量，并以 NA 作为第一个值(因为 align ="right" )，以避免循环./p>

Add fill=NA to rollapply. This will ensure that a vector of length 50 (rather than 49) is returned, with NA as the first value (since align="right"), avoiding recycling.

A[,stdev := rollapply(Petal.Width, width=2, sd, align='right', partial=F, fill=NA), by=Species]

    Sepal.Length Sepal.Width Petal.Length Petal.Width    Species      stdev
1            5.1         3.5          1.4         0.2     setosa         NA
2            4.9         3.0          1.4         0.2     setosa 0.00000000
3            4.7         3.2          1.3         0.2     setosa 0.00000000
...
51           7.0         3.2          4.7         1.4 versicolor         NA
52           6.4         3.2          4.5         1.5 versicolor 0.07071068
53           6.9         3.1          4.9         1.5 versicolor 0.00000000
...
101          6.3         3.3          6.0         2.5  virginica         NA
102          5.8         2.7          5.1         1.9  virginica 0.42426407
103          7.1         3.0          5.9         2.1  virginica 0.14142136

这篇关于在r中按组应用滚动功能(zoo，data.table)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！