frollprod: Fast rolling product

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

Description

Fast rolling product

Usage

frollprod(DT, col, N, Name = "Prod", by, ...)

Arguments

DT	The data.table to operate on
col	A quoted column name
N	An integer number that we want to shift by
Name	(optional) the name of the new column
by	(optional) A quoted by parameter
...	Some additional parameters that you can pass to the shift function

Value

The modified data.table with the new shifted columns

Examples

set.seed(123)
DT <- data.table(x = sample(10), y = sample(1:2, 10, replace = TRUE), key = "y")
frollprod(DT, "x", 3, by = "y", type = "lead")

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