Lagging Variables in R

Question

What is the most efficient way to make a matrix of lagged variables in R for an arbitrary variable (i.e. not a regular time series)

For example:

Answer 1

The running function in the gtools package does more or less what you want:

> require("gtools")
> running(1:4, fun=I, width=3, allow.fewer=TRUE)

$`1:1`
[1] 1

$`1:2` 
[1] 1 2

$`1:3` 
[1] 1 2 3

$`2:4` 
[1] 2 3 4