R: cumulative sum over rolling date range

Question

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

Answer 1

I recommend using runner package designed to calculate functions on rolling/running windows. You can achieve this by using sum_run - one liner here:

library(runner)
library(dplyr)

df %>%
  mutate(
    cum_rolling_10 = sum_run(
      x = df$value, 
      k = 10, 
      idx = as.Date(df$date, format = "%d/%m/%Y"))
  )


df

#          date value cum_rolling_10
# 1   1/01/2000     9              9
# 2   2/01/2000     1             10
# 3   5/01/2000     9             19
# 4   6/01/2000     3             22
# 5   7/01/2000     4             26
# 6   8/01/2000     3             29
# 7  13/01/2000    10             29
# 8  14/01/2000     9             38
# 9  18/01/2000     2             21
# 10 19/01/2000     9             30
# 11 21/01/2000     8             38
# 12 25/01/2000     5             24
# 13 26/01/2000     1             25
# 14 30/01/2000     6             20
# 15 31/01/2000     6             18

Enjoy!