Cumulative sum based on certain conditions

Question

This is my data frame:

       X   Y  Date   Qty  CumSumA  CumSumB
    1  A   B   1/1     1        1        0
    2  A   A   1/1     2        3        2
    3  A   E   1/1     2        5        2
    4  B   A   1/1     1        1        1
    5  B   B   1/1     3        4        4
    6  B   C   1/1     2        6        4
    7  C   D   1/1     2        2        2
    8  C   E   1/1     4        6        2
    9  C   A   1/1     1        7        2
   10  A   C   1/2     2        2        0
   11  A   D   1/2     3        5        0
   12  A   E   1/2     2        7        0
   13  B   A   1/2     5        5        0
   14  B   B   1/2     1        6        1
   15  B   C   1/2     2        8        1
   16  C   D   1/2     2        2        4
   17  C   E   1/2     1        1        4
   18  C   A   1/2     3        4        4

I get the CumSumA column with

library(dplyr)
data <- data %>% 
        group_by(Date,X) %>% 
        mutate(CumSumA= cumsum(Qty)) 

How can I get CumSumB column such that it is the cumulative sum of Qty for all rows above that have (a) the same Date value and (b) the same row X value in column Y .

So for example, row 16 has X value C and Date value 1/2. I want to get the cumulative sum of Qty of all rows with Y value C and Date value 1/2. So this would be rows 10 plus 15, so CumSumB is 2 + 2 = 4.

Note there are over 140 unique variables for column X and Y.

Answer 1

This solution is build on data.table and a join with allow.cartesian=TRUE

require(data.table)
setDT(DT)

Creating a base data.table whose X column we gonna use later on.

DT_X <- DT[,.(X,Y, Date, indx = .I)]
setkey(DT_X, Date, X)

Dropping X and inserting an index in the original DT

DT[,`:=`(X=NULL, indy = .I)]
setkey(DT, Date, Y)

Joining the data if X = Y (with allow.cartesian=TRUE ). Have a look at DT_join if you are curious. See Why does X[Y] join of data.tables not allow a full outer join, or a left join? why this is a join

DT_join <- DT_X[DT, allow.cartesian=TRUE]

indy<=indx is an identifier to only take the sum of "all rows above" as you put it.

DT_join[!is.na(Y), .(CumSumB=sum(Qty * (indy<=indx))), by=.(X,Y,Date)]

Edit (based on aosmith Answer): Instead of by=.(X,Y,Date) one could also use by=indx

Result:

    X Y Date CumSumB
 1: A B  1/1       0
 2: A A  1/1       2
 3: A E  1/1       2
 4: B A  1/1       1
 5: B B  1/1       4
 6: B C  1/1       4
 7: C D  1/1       2
 8: C E  1/1       2
 9: C A  1/1       2
10: A C  1/2       0
11: A D  1/2       0
12: A E  1/2       0
13: B A  1/2       0
14: B B  1/2       1
15: B C  1/2       1
16: C D  1/2       4
17: C E  1/2       4
18: C A  1/2       4

Answer 2

Here is a dplyr -based answer using the same logic as @Floo0. This will tend to get slow as you have a larger number of groups.

First, I added the row numbers as a column to the original dataset. The calculation of CumSumB will be done for each unique row using this approach.

library(dplyr)

dat = dat %>% mutate(row = row_number())

Then I join the dataset to itself, joining X to Y and by Date . To avoid many duplicate columns with added suffixes, I selected only some of the columns for the x dataset of the join (ie, first dataset of left_join ).

I kept the variable row in both datasets on purpose, so I end up with a variable called row.x that indicates the original row number of each X value and a variable called row.y indicating the original row number of each Y value.

dat %>% 
    left_join(select(dat, X, Date, Y, row), ., by  = c("X" = "Y", "Date" = "Date"))

Once that is done, the dataset just needs to be grouped by row.x and the sum of Qty calculated conditional on row.x being less than or equal to row.y .

dat %>% 
    left_join(select(dat, X, Date, Y, row), ., by  = c("X" = "Y", "Date" = "Date")) %>%
    group_by(row.x) %>%
    summarise(CumSumB = sum(Qty[row.y <= row.x]))

Last, this can be joined back to the original dataset. The result still contains a column representing the row number, which could be removed via select(-row) if needed.

dat %>% 
    left_join(select(dat, X, Date, Y, row), ., by  = c("X" = "Y", "Date" = "Date")) %>%
    group_by(row.x) %>%
    summarise(CumSumB = sum(Qty[row.y <= row.x])) %>%
    left_join(dat, ., by = c("row" = "row.x"))

   X Y Date Qty CumSumA CumSumB.x row CumSumB.y
1  A B  1/1   1       1         0   1         0
2  A A  1/1   2       3         2   2         2
3  A E  1/1   2       5         2   3         2
4  B A  1/1   1       1         1   4         1
5  B B  1/1   3       4         4   5         4
6  B C  1/1   2       6         4   6         4
7  C D  1/1   2       2         2   7         2
8  C E  1/1   4       6         2   8         2
9  C A  1/1   1       7         2   9         2
10 A C  1/2   2       2         0  10         0
11 A D  1/2   3       5         0  11         0
12 A E  1/2   2       7         0  12         0
13 B A  1/2   5       5         0  13         0
14 B B  1/2   1       6         1  14         1
15 B C  1/2   2       8         1  15         1
16 C D  1/2   2       2         4  16         4
17 C E  1/2   1       1         4  17         4
18 C A  1/2   3       4         4  18         4