Question

我在做一些相当简单的事情时遇到了麻烦：在data.table中按组应用滚动功能（标准偏差）。我的问题是，当我使用data.table和某些列进行rollapply时，data.table会回收观察结果，如下面的警告消息所示。我想获得不在窗口之外的观察的NA，而不是回收标准偏差。

这是我到目前为止使用虹膜的方法，以及一个大小为2的滚动窗口，右边对齐：

library(zoo)
library(data.table)

A <- iris
setDT(A)
A[,stdev := rollapply(Petal.Width, width = 2, sd, align = 'right', partial = F),by = Species]
Warning messages:
1: In `[.data.table`(A, , `:=`(stdeev, rollapply(Petal.Width, width = 2,  :
  Supplied 49 items to be assigned to group 1 of size 50 in column 'stdeev' (recycled leaving remainder of 1 items).
2: In `[.data.table`(A, , `:=`(stdeev, rollapply(Petal.Width, width = 2,  :
  Supplied 49 items to be assigned to group 2 of size 50 in column 'stdeev' (recycled leaving remainder of 1 items).
3: In `[.data.table`(A, , `:=`(stdeev, rollapply(Petal.Width, width = 2,  :
  Supplied 49 items to be assigned to group 3 of size 50 in column 'stdeev' (recycled leaving remainder of 1 items).

> A
     Sepal.Length Sepal.Width Petal.Length Petal.Width   Species     stdeev      stdev
  1:          5.1         3.5          1.4         0.2    setosa 0.00000000 0.00000000
  2:          4.9         3.0          1.4         0.2    setosa 0.00000000 0.00000000
  3:          4.7         3.2          1.3         0.2    setosa 0.00000000 0.00000000
  4:          4.6         3.1          1.5         0.2    setosa 0.00000000 0.00000000
  5:          5.0         3.6          1.4         0.2    setosa 0.14142136 0.14142136
 ---                                                                                  
146:          6.7         3.0          5.2         2.3 virginica 0.28284271 0.28284271
147:          6.3         2.5          5.0         1.9 virginica 0.07071068 0.07071068
148:          6.5         3.0          5.2         2.0 virginica 0.21213203 0.21213203
149:          6.2         3.4          5.4         2.3 virginica 0.35355339 0.35355339
150:          5.9         3.0          5.1         1.8 virginica 0.42426407 0.42426407

Answer 1

将fill=NA添加到rollapply。这将确保返回长度为50（而不是49）的向量，其中NA为第一个值（自align="right"起），避免回收。

A[,stdev := rollapply(Petal.Width, width=2, sd, align='right', partial=F, fill=NA), by=Species]

    Sepal.Length Sepal.Width Petal.Length Petal.Width    Species      stdev
1            5.1         3.5          1.4         0.2     setosa         NA
2            4.9         3.0          1.4         0.2     setosa 0.00000000
3            4.7         3.2          1.3         0.2     setosa 0.00000000
...
51           7.0         3.2          4.7         1.4 versicolor         NA
52           6.4         3.2          4.5         1.5 versicolor 0.07071068
53           6.9         3.1          4.9         1.5 versicolor 0.00000000
...
101          6.3         3.3          6.0         2.5  virginica         NA
102          5.8         2.7          5.1         1.9  virginica 0.42426407
103          7.1         3.0          5.9         2.1  virginica 0.14142136

在r（zoo，data.table）

1 个答案: