Support function lag in data.table

[JBreidaks]

Can include in object data.table lag function?
As example?

lag <- function(var, k) {
if (k > 0) {
#bring past valeus forward k times
return(c(rep(NA, k), head(var, -k)))
} else {
#bring future values backward
return(c(tail(var, k), rep(NA, -k)))
}
}

x = data.table(a=1:10, dte=sample(seq.Date(from=as.Date("2012-01-20"), to=as.Date("2012-01-30"), by=1),10))
x[, L1_a:=lag(a,1)]

[gsee]

Just as an FYI, stats::lag is a generic. And, for what it's worth, xts
has a lag.xts() method written in C. There is also a generic quantmod::Lag
which has 6 methods. Not that it's all that relevant, other than something
to look at for ideas.

On Thu, Nov 20, 2014 at 5:41 AM, Juris Breidaks notifications@github.com
wrote:

Can include in object data.table lag function?
As example?

lag <- function(var, k) {
if (k > 0) {
#bring past valeus forward k times
return(c(rep(NA, k), head(var, -k)))
} else {
#bring future values backward
return(c(tail(var, k), rep(NA, -k)))
}
}

x = data.table(a=1:10, dte=sample(seq.Date(from=as.Date("2012-01-20"),
to=as.Date("2012-01-30"), by=1),10))
x[, L1_a:=lag(a,1)]

—
Reply to this email directly or view it on GitHub
#965.

[arunsrinivasan]

Please read completely and follow the instructions here. Thank you.

[arunsrinivasan]

Implemented shift(), which takes type = "lag" and type = "lead". The reasons are:

1. Avoid name clashes as much as possible.
2. These operations are related, and therefore makes sense to be arguments under a common name.
3. We can add more types. For example, I think adding type = "lagdiff" might be useful which is equivalent to doing c(NA, diff(.)), as I see this coming up a lot on SO. For example:

x = 1:5
# [1] 1 2 3 4 5
c(NA, diff(x))
# [1] NA  1  1  1  1
c(NA, NA, diff(x, differences=2L)
# [1] NA NA  0  0  0

# If we want both of these in a list, then we  
# should be able to accomplish this as:
shift(x, n=1:2, type="lagdiff")

4. Another type is cyclic shift.