R: cumulative sum over rolling date range

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庸人自扰
庸人自扰 2020-12-14 12:21

In R, how can I calculate cumsum for a defined time period prior to the row being calculate? Prefer dplyr if possible.

For example, if the period was 10 days, then

3条回答
  •  误落风尘
    2020-12-14 13:10

    A solution using dplyr, tidyr, lubridate, and zoo.

    library(dplyr)
    library(tidyr)
    library(lubridate)
    library(zoo)
    
    dt2 <- dt %>%
      mutate(date = dmy(date)) %>%
      mutate(cumsum = cumsum(value)) %>%
      complete(date = full_seq(date, period = 1), fill = list(value = 0)) %>%
      mutate(cum_rolling10 = rollapplyr(value, width = 10, FUN = sum, partial = TRUE)) %>%
      drop_na(cumsum)
    dt2
    # A tibble: 15 x 4
             date value cumsum cum_rolling10
                       
     1 2000-01-01     9      9             9
     2 2000-01-02     1     10            10
     3 2000-01-05     9     19            19
     4 2000-01-06     3     22            22
     5 2000-01-07     4     26            26
     6 2000-01-08     3     29            29
     7 2000-01-13    10     39            29
     8 2000-01-14     9     48            38
     9 2000-01-18     2     50            21
    10 2000-01-19     9     59            30
    11 2000-01-21     8     67            38
    12 2000-01-25     5     72            24
    13 2000-01-26     1     73            25
    14 2000-01-30     6     79            20
    15 2000-01-31     6     85            18
    

    DATA

    dt <- structure(list(date = c("1/01/2000", "2/01/2000", "5/01/2000", 
    "6/01/2000", "7/01/2000", "8/01/2000", "13/01/2000", "14/01/2000", 
    "18/01/2000", "19/01/2000", "21/01/2000", "25/01/2000", "26/01/2000", 
    "30/01/2000", "31/01/2000"), value = c(9L, 1L, 9L, 3L, 4L, 3L, 
    10L, 9L, 2L, 9L, 8L, 5L, 1L, 6L, 6L)), .Names = c("date", "value"
    ), row.names = c(NA, -15L), class = "data.frame")
    

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