README.md

In DavidArenburg/dt.nuggets: Some convinience functions using the data.table package

dt.nuggets

Some convenience functions using thedata.table

There is nothing much to add. Just trying to create some useful data.table wrappers reposetry, that's all.

Installation

devtools::install_github('davidarenburg/dt.nuggets')

Examples

The first function in the package is frollprod which can roll products by groups (or not) while updating by reference. It can handle NAs and do a partial roll too.

DT <- data.table(x = sample(20), y = sample(1:2, 20, replace = TRUE), key = "y")
DT[c(2, 8), x := NA]

frollprod(DT, "x", 3, by = "y", type = "lead", partial = TRUE, na.rm = TRUE)
DT
#      x y x_prod_3
#  1:  2 1        8
#  2: NA 1       52
#  3:  4 1      312
#  4: 13 1     1560
#  5:  6 1      120
#  6: 20 1       20
#  7:  1 1        7
#  8: NA 1       35
#  9:  7 1      595
# 10:  5 1       85
# 11: 17 1       17
# 12: 11 2     1320
# 13: 10 2     1080
# 14: 12 2     1620
# 15:  9 2     2430
# 16: 15 2     5130
# 17: 18 2     4788
# 18: 19 2      798
# 19: 14 2       42
# 20:  3 2        3

DavidArenburg/dt.nuggets documentation built on May 6, 2019, 1:54 p.m.