[英]How to properly align a rolling mean
I am using rollmean 我正在使用rollmean
library(zoo)
library(TTR)
library(data.table)
date = seq(as.Date("2016-01-01"),as.Date("2016-01-10"),"day")
value =seq(1,10,1)
mydata = data.frame (date, value)
mydata
setDT(mydata)[, paste0('F1',2:3) := lapply(2:3, function(x) rollmean(value, x, fill = rep(NA,x-1),align="right") ),][]
date value F12 F13
1: 2016-01-01 1 NA NA
2: 2016-01-02 2 1.5 NA
3: 2016-01-03 3 2.5 2
4: 2016-01-04 4 3.5 3
5: 2016-01-05 5 4.5 4
6: 2016-01-06 6 5.5 5
7: 2016-01-07 7 6.5 6
8: 2016-01-08 8 7.5 7
9: 2016-01-09 9 8.5 8
10: 2016-01-10 10 9.5 9
and I'd like the mean in a row to be calculated using the previous n observations. 我想用前面的n个观察值来计算连续的平均值。 You can see in the data above that the mean in the second row for F12 is 1.5 which is the mean of 2 & 1. I'd like that to be NA and the 1.5 to appear in row 3 so that the mean of F12 in the 3rd row would be 1.5. 你可以在上面的数据中看到,F12第二行的平均值是1.5,这是2和1的平均值。我希望它是NA,而1.5则出现在第3行,这样F12的平均值就是第3行是1.5。 Is that possible? 那可能吗? I tried changing the align parameter but no luck. 我尝试更改对齐参数,但没有运气。 Thank you. 谢谢。
We may need to wrap it with shift
: 我们可能需要用shift
包装它:
setDT(mydata)[, paste0('F1',2:3) := lapply(2:3, function(x)
shift(rollmean(value, x, fill = NA, align="right")) )]
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