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

In base R, this will do the job:

data$lag.value <- c(NA, data$value[-nrow(data)])
data$lag.value[which(!duplicated(data$groups))] <- NA

The first line adds a string of lagged (+1) observations. The second string corrects the first entry of each group, as the lagged observation is from previous group.

Note that data is of format data.frame to not use data.table.