Question

如果我的数据框有20个值：

x <- data.frame(runif(20,10,90))

我想创建另一列累积最大值不超过之前的5个值，我该怎么做？基本上它将是前5个值的滑动窗口。下面是关于如何进行正常cummax和滑动cummax的数据，我指出了变化明显的位置。

   runif           normal cummax    sliding cummax
1  42.84205          42.84205         42.84205
2  17.17040          42.84205         42.84205
3  50.08326          50.08326         50.08326
4  21.47712          50.08326         50.08326
5  59.30754          59.30754         59.30754
6  16.49770          59.30754         59.30754
7  89.52601          89.52601         89.52601
8  49.91727          89.52601         89.52601
9  69.84386          89.52601         89.52601
10 13.92894          89.52601         89.52601
11 56.39335          89.52601         89.52601
**12 28.30264          89.52601         69.84386**
13 60.09056          89.52601         69.84386
14 17.79935          89.52601         60.09056
15 63.53476          89.52601         63.53476
16 62.98458          89.52601         63.53476
17 67.21095          89.52601         67.21095
18 16.01599          89.52601         67.21095
19 39.99181          89.52601         67.21095
20 40.96641          89.52601         67.21095

Answer 1

你可能会这样做：

rollapplyr(x,5,max,partial = TRUE,by.column = FALSE)

来自 zoo 包的

。（我不定期使用这个包，所以我不确定为什么我需要指定by.column = FALSE以确保partial参数按预期工作。也许其他人可以对此发表评论。。）

Answer 2

> library(TTR)
> set.seed <- 1234
> x <- data.frame(runif(20,10,90))
> x[[2]] <- runMax(x, n=5)
> x
   runif.20..10..90.       V2
1           79.18671       NA
2           13.34858       NA
3           35.37457       NA
4           11.10000       NA
5           29.12206 79.18671
6           66.51957 66.51957
7           34.64758 66.51957
8           50.68381 66.51957
9           14.13173 66.51957
10          55.16559 66.51957
11          19.71841 55.16559
12          81.42691 81.42691
13          11.17018 81.42691
14          72.64969 81.42691
15          17.19691 81.42691
16          51.53520 81.42691
17          40.74134 72.64969
18          15.60420 72.64969
19          35.65155 51.53520
20          63.47963 63.47963

在R中滑动cummax

2 个答案: