How to create a lag variable within each group?

Question

I have a data.table:

set.seed(1)
data <- data.table(time = c(1:3, 1:4),
                   groups = c(rep(c(\"b\", \"a\"), c(3, 4))),
                   v         


        

Answer 1

Using package dplyr:

library(dplyr)
data <- 
    data %>%
    group_by(groups) %>%
    mutate(lag.value = dplyr::lag(value, n = 1, default = NA))

gives

> data
Source: local data table [7 x 4]
Groups: groups

  time groups       value   lag.value
1    1      a  0.07614866          NA
2    2      a -0.02784712  0.07614866
3    3      a  1.88612245 -0.02784712
4    1      b  0.26526825          NA
5    2      b  1.23820506  0.26526825
6    3      b  0.09276648  1.23820506
7    4      b -0.09253594  0.09276648

As noted by @BrianD, this implicitly assumes that value is sorted by group already. If not, either sort it by group, or use the order_by argument in lag. Also note that due to an existing issue with some versions of dplyr, for safety, arguments and the namespace should be explicitly given.