Rolling / moving avg by group

Question

How to generate rolling mean with grouped data. Here\'s the data

set.seed(31)
dd<-matrix(sample(seq(1:20),30,replace=TRUE),ncol=3)

Add

Answer 1

Using data.table and caTools

library(data.table)
library(caTools)
DT <- data.table(d, key='du')
DT[, lapply(.SD, function(y) 
       runmean(y, 3, alg='fast',align='right')), by=du]

Update

If you want to create new columns in the existing dataset

 nm1 <- paste0('V', 2:4)
 nm2 <- paste0("V", 4:6)
 DT[, (nm1):=lapply(.SD, as.numeric), .SDcols=nm1][,
      (nm2):=lapply(.SD, function(y) runmean(y, 3, alg='fast',
                             align='right')), by=du]