What is the equivalent in Julia for R code - slide with group by

Question

What is the equivalent of below R code in Julia

df<-slide(df,Var="m",GroupVar="symbol",NewVar="m_1",slideBy = -1,reminder = FALSE)

In R this code creates a new lagged variable "m_1" for "m" grouped by "symbol" variable and sliding or lagging by 1.

Answer 1

There isn't to my knowledge any Julia package that implements this functionality out of the box, but you can get there with DataFrames and ShiftedArrays:

julia> using DataFrames, ShiftedArrays

julia>  df = DataFrame(symbol = ["a","a","a","b","b","b"], m = [1,2,3,4,5,6])
6×2 DataFrame
│ Row │ symbol │ m     │
│     │ String │ Int64 │
├─────┼────────┼───────┤
│ 1   │ a      │ 1     │
│ 2   │ a      │ 2     │
│ 3   │ a      │ 3     │
│ 4   │ b      │ 4     │
│ 5   │ b      │ 5     │
│ 6   │ b      │ 6     │

julia> by(df, :symbol, m_lag = :m => lag)
6×2 DataFrame
│ Row │ symbol │ m_lag   │
│     │ String │ Int64⍰  │
├─────┼────────┼─────────┤
│ 1   │ a      │ missing │
│ 2   │ a      │ 1       │
│ 3   │ a      │ 2       │
│ 4   │ b      │ missing │
│ 5   │ b      │ 4       │
│ 6   │ b      │ 5       │