I would like to use the rollapply function over a multi column datatable, namely I would like to be able to use each column independantly for instance let's consider the following datable :
> DT = data.table(x=rep(c("a","b","c"),each=3), y=c(1,3,6), v=1:9)
> DT
x y v
1: a 1 1
2: a 3 2
3: a 6 3
4: b 1 4
5: b 3 5
6: b 6 6
7: c 1 7
8: c 3 8
9: c 6 9
Then I would like to use rollapply as a rolling subset in order to work out the rolling mean over 3 element of columns 2 and 3 and store them into external variables :
> r1= NA; r2 = NA
> ft=function(x) { r1=mean(x[,2,with=FALSE]) ; r2=mean(x[,3,with=FALSE]) }
> rollapply(DT, width=3, ft)
Error in x[, 2, with = FALSE] : incorrect number of dimensions
Except I got this error which isn't handy, why isn't it working ?
The output would be :
> r1
[1] 3.333333 3.333333 3.333333 3.333333 3.333333 3.333333 3.333333
> r2
[1] 2 3 4 5 6 7 8
You are almost there and can do:
lapply(DT[,2:3], function(x) rollapply(x,width=3, FUN=mean))
#$y
#[1] 3.333333 3.333333 3.333333 3.333333 3.333333 3.333333 3.333333
#$v
#[1] 2 3 4 5 6 7 8