rollapply 变化 - 增长窗口函数 [英] rollapply variation - growing window functions

问题描述

如何使用 rollapply(或其他一些 R 函数)在函数处理数据时增大窗口大小.换句话说，第一个应用适用于第一个元素，第二个适用于前两个元素，第三个适用于前三个元素等.

How would one use rollapply (or some other R function) to grow the window size as the function progresses though the data. To phrase it another way, the first apply works with the first element, the second with the first two elements, the third with the first three elements etc.

推荐答案

如果您希望应用 min 、max、sum 或prod，这些函数已经有了它们的累积对应项:

If you are looking to apply min , max, sum or prod, these functions already have their cumulative counterparts as:

cummin、cummax、cumsum 和 cumprod

要在增长/扩展窗口上应用更多奇异函数，您只需使用 sapply

To apply more exotic functions on a growing / expanding window, you can simply use sapply

例如

# your vector of interest
x <- c(1,2,3,4,5)

sapply(seq_along(x), function(y,n) yourfunction(y[seq_len(n)]), y = x)

对于一个基本的动物园对象

For a basic zoo object

x.Date <- as.Date("2003-02-01") + c(1, 3, 7, 9, 14) - 1
x <- zoo(rnorm(5), x.Date)

# cumsum etc will work and return a zoo object
cs.zoo <- cumsum(x)

# convert back to zoo for the `sapply` solution
# here `sum`
foo.zoo <- zoo(sapply(seq_along(x), function(n,y) sum(y[seq_len(n)]), y= x), index(x))


identical(cs.zoo, foo.zoo)
## [1] TRUE

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