Fast lead/lag for vectors and lists
lead or lag vectors, lists, data.frames or data.tables implemented in C for speed.
bit64::integer64 is also supported.
shift(x, n=1L, fill=NA, type=c("lag", "lead", "shift"), give.names=FALSE)x |
A vector, list, data.frame or data.table. |
n |
integer vector denoting the offset by which to lead or lag the input. To create multiple lead/lag vectors, provide multiple values to |
fill |
Value to use for padding when the window goes beyond the input length. |
type |
default is |
give.names |
default is |
shift accepts vectors, lists, data.frames or data.tables. It always returns a list except when the input is a vector and length(n) == 1 in which case a vector is returned, for convenience. This is so that it can be used conveniently within data.table's syntax. For example, DT[, (cols) := shift(.SD, 1L), by=id] would lag every column of .SD by 1 for each group and DT[, newcol := colA + shift(colB)] would assign the sum of two vectors to newcol.
Argument n allows multiple values. For example, DT[, (cols) := shift(.SD, 1:2), by=id] would lag every column of .SD by 1 and 2 for each group. If .SD contained four columns, the first two elements of the list would correspond to lag=1 and lag=2 for the first column of .SD, the next two for second column of .SD and so on. Please see examples for more.
shift is designed mainly for use in data.tables along with := or set. Therefore, it returns an unnamed list by default as assigning names for each group over and over can be quite time consuming with many groups. It may be useful to set names automatically in other cases, which can be done by setting give.names to TRUE.
A list containing the lead/lag of input x.
# on vectors, returns a vector as long as length(n) == 1, #1127
x = 1:5
# lag with n=1 and pad with NA (returns vector)
shift(x, n=1, fill=NA, type="lag")
# lag with n=1 and 2, and pad with 0 (returns list)
shift(x, n=1:2, fill=0, type="lag")
# getting a window by using positive and negative n:
shift(x, n = -1:1)
shift(x, n = -1:1, type = "shift", give.names = TRUE)
# on data.tables
DT = data.table(year=2010:2014, v1=runif(5), v2=1:5, v3=letters[1:5])
# lag columns 'v1,v2,v3' DT by 1 and fill with 0
cols = c("v1","v2","v3")
anscols = paste("lead", cols, sep="_")
DT[, (anscols) := shift(.SD, 1, 0, "lead"), .SDcols=cols]
# return a new data.table instead of updating
# with names automatically set
DT = data.table(year=2010:2014, v1=runif(5), v2=1:5, v3=letters[1:5])
DT[, shift(.SD, 1:2, NA, "lead", TRUE), .SDcols=2:4]
# lag/lead in the right order
DT = data.table(year=2010:2014, v1=runif(5), v2=1:5, v3=letters[1:5])
DT = DT[sample(nrow(DT))]
# add lag=1 for columns 'v1,v2,v3' in increasing order of 'year'
cols = c("v1","v2","v3")
anscols = paste("lag", cols, sep="_")
DT[order(year), (cols) := shift(.SD, 1, type="lag"), .SDcols=cols]
DT[order(year)]
# while grouping
DT = data.table(year=rep(2010:2011, each=3), v1=1:6)
DT[, c("lag1", "lag2") := shift(.SD, 1:2), by=year]
# on lists
ll = list(1:3, letters[4:1], runif(2))
shift(ll, 1, type="lead")
shift(ll, 1, type="lead", give.names=TRUE)
shift(ll, 1:2, type="lead")
# fill using first or last by group
DT = data.table(x=1:6, g=rep(1:2, each=3))
DT[ , shift(x, fill=x[1L]), by=g]
DT[ , shift(x, fill=x[.N], type="lead"), by=g]Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.