R:滚动相关/非标准评估

时间:2018-04-12 15:21:14

标签: r tidyquant

我正在尝试计算tibble上的滚动相关性,在循环中迭代列名。不过,我似乎正在努力将变量传递给函数。这有效:

tbl <- tibble(date = seq(as.Date("1983-03-31"), by=7, length.out=100), 
    col1 = 1:100, col2 = sample(100, size = 100, replace=TRUE), col3 = col1 + col2)
tbl %>% 
    tq_mutate_xy(
        x = col1,
        y = col3,
        mutate_fun = runCor,
        n = 10,
        use = "pairwise.complete.obs",
        col_rename = "col1_col3_corr"
      )

但这并不是:

tbl <- tibble(date = seq(as.Date("1983-03-31"), by=7, length.out=100), 
    col1 = 1:100, col2 = sample(100, size = 100, replace=TRUE), col3 = col1 + col2)
c1 <- "col1"
c2 <- "col3"
tbl %>% 
    tq_mutate_xy(
        x = !!c1,
        y = !!c2,
        mutate_fun = runCor,
        n = 10,
        use = "pairwise.complete.obs",
        col_rename = paste0(c1, "_", c2, "_corr")
    )

错误是&#34; check_x_y_valid(data,x,y)出错:x =!(!c1)不是有效名称。&#34;

我做错了什么?

1 个答案:

答案 0 :(得分:3)

首先,我认为你想要tq_mutate_xy的非标准评估(NSE)版本 -  也就是tq_mutate_xy_。因此,当您使用这些函数的NSE时,您需要使用字符串 - 这意味着您的mutate_fun变量也应该是一个字符串。以下应该有效:

c1 <- "col1"
c2 <- "col3"
tbl %>% 
  tq_mutate_xy_(
    x = c1,
    y = c2,
    mutate_fun = "runCor",
    n = 10,
    use = "pairwise.complete.obs",
    col_rename = paste0(c1, "_", c2, "_corr")
  )

请务必查看帮助文档?tq_mutate_xy

中的示例5