Suppose I have the following zoo object:
x.orig <- read.zoo(data.frame(date=seq(as.Date('2020-01-01'), as.Date('2020-01-10'), 1), v=c(1,2,3,100,4,5,1000,8,8,10)))
2020-01-01 2020-01-02 2020-01-03 2020-01-04 2020-01-05 2020-01-06 2020-01-07 2020-01-08 2020-01-09 2020-01-10
1 2 3 100 4 5 1000 8 8 10
I would like to compute a rolling sum of width=seq_along(x.orig) as follows:
2020-01-01 1
2020-01-02 1 + 2 #2020-01-01 + 2020-01-02
2020-01-03 1 + (1 + 2) + 3 #2020-01-01 + 2020-01-02 + 2020-01-03
2010-01-04 1 + (1 + 2) + (1 + (1 + 2) + 3) + 100 #2020-01-01 + 2020-01-02 + 2020-01-03 + 2020-01-04
...
I would imagine the way to do this would be to result-feed x in some way so that x is updated after each rollapply loop so that the next rollapply iteration picks up the modified value in its window but am just not sure how to write it...
A simple loop will do it:
v <- x.orig
for(i in seq_along(v)) v[i] <- sum(head(v, i))
which results in this zoo object:
> v
2020-01-01 2020-01-02 2020-01-03 2020-01-04 2020-01-05 2020-01-06 2020-01-07
1 3 7 111 126 253 1501
2020-01-08 2020-01-09 2020-01-10
2010 4020 8042
If you wanted to wrap this within a rollapplyr of width 3, say:
accum <- function(x) { for(i in seq_along(x)) x[i] <- sum(head(x, i)); tail(x, 1) }
rollapplyr(x.orig, 3, accum)