Calculate maximum of last year observations

Question

I am struggeling to get maximum value of variable from last year of observations (Not each year!) and implement it to each row (observation).

I think the best way to do so is using the rollapply function but I cannot figure out how the width should look like since it may vary for each observation (each observation represents a day but not all days have observations). I know that using list will make offset values so how sould these values look like ?

The code I got:

mutate(data,"Feature"=rollapplyr(variable,list(0,"Go back one year"),max,fill=NA))

Example in order to clarify: a row has date of 31/8/2016. I want the new column (using mutate of dplyr package) to display in this row the maximum value of variablefrom 31/8/2015 to 31/8/2016 (this row).

For those who want to go further: Instead of displaying the variable value - display TRUE or FALSE(or 1 / 0) when calculated maximum variable is above threshold value.

Answer 1

Difficult to answer without further details. But see if this is what you need:

data=data.frame(Data=seq.Date(as.Date("2001-01-01"),as.Date("2005-12-31"),by = "month"),Var=sample(1:1000,60,TRUE))
#exclude some lines
data=data[-c(10,15,17:21),]


 # using for
    for (i  in 1:nrow(data)){ # i=1
      data$Max[i]=max(data[data$Data>(data$Data[i]-360) & data$Data<=data$Data[i],"Var"])
    }


# using rollapply
 # one year interval from dates   
    for (i  in 1:nrow(data)){ # i=1
      data$Oneyear[i]=length(data$Data[data$Data>(data$Data[i]-360) & data$Data<=data$Data[i]])
    }  

data$Maxr=rollapplyr(data$Var, data$Oneyear, max)

Using

set.seed(123)

you will get:

> tail(data)
         Data Var Oneyear Max Maxr
55 2005-07-01 561      12 858  858
56 2005-08-01 207      12 858  858
57 2005-09-01 128      12 858  858
58 2005-10-01 754      12 858  858
59 2005-11-01 896      12 896  896
60 2005-12-01 375      12 896  896