fcumsum {collapse}

Fast (Grouped, Ordered) Cumulative Sum for Matrix-Like Objects

Description

fcumsum is a generic function that computes the (column-wise) cumulative sum of x, (optionally) grouped by g and/or ordered by o. Several options to deal with missing values are provided.

Usage

fcumsum(x, ...)

## Default S3 method:
fcumsum(x, g = NULL, o = NULL, na.rm = .op[["na.rm"]], fill = FALSE, check.o = TRUE, ...)

## S3 method for class 'matrix'
fcumsum(x, g = NULL, o = NULL, na.rm = .op[["na.rm"]], fill = FALSE, check.o = TRUE, ...)

## S3 method for class 'data.frame'
fcumsum(x, g = NULL, o = NULL, na.rm = .op[["na.rm"]], fill = FALSE, check.o = TRUE, ...)

# Methods for indexed data / compatibility with plm:

## S3 method for class 'pseries'
fcumsum(x, na.rm = .op[["na.rm"]], fill = FALSE, shift = "time", ...)

## S3 method for class 'pdata.frame'
fcumsum(x, na.rm = .op[["na.rm"]], fill = FALSE, shift = "time", ...)

# Methods for grouped data frame / compatibility with dplyr:

## S3 method for class 'grouped_df'
fcumsum(x, o = NULL, na.rm = .op[["na.rm"]], fill = FALSE, check.o = TRUE,
        keep.ids = TRUE, ...)

Arguments

x

a numeric vector / time series, (time series) matrix, data frame, 'indexed_series' ('pseries'), 'indexed_frame' ('pdata.frame') or grouped data frame ('grouped_df').

g

a factor, GRP object, or atomic vector / list of vectors (internally grouped with group) used to group x.

o

a vector or list of vectors providing the order in which the elements of x are cumulatively summed. Will be passed to radixorderv unless check.o = FALSE.

na.rm

logical. Skip missing values in x. Defaults to TRUE and implemented at very little computational cost.

fill

if na.rm = TRUE, setting fill = TRUE will overwrite missing values with the previous value of the cumulative sum, starting from 0.

check.o

logical. Programmers option: FALSE prevents passing o to radixorderv, requiring o to be a valid ordering vector that is integer typed with each element in the range [1, length(x)]. This gives some extra speed, but will terminate R if any element of o is too large or too small.

shift

pseries / pdata.frame methods: character. "time" or "row". See flag for details. The argument here does not control 'shifting' of data but rather the order in which elements are summed.

keep.ids

pdata.frame / grouped_df methods: Logical. Drop all identifiers from the output (which includes all grouping variables and variables passed to o). Note: For grouped / panel data frames identifiers are dropped, but the "groups" / "index" attributes are kept.

...

arguments to be passed to or from other methods.

Details

If na.rm = FALSE, fcumsum works like cumsum and propagates missing values. The default na.rm = TRUE skips missing values and computes the cumulative sum on the non-missing values. Missing values are kept. If fill = TRUE, missing values are replaced with the previous value of the cumulative sum (starting from 0), computed on the non-missing values.

By default the cumulative sum is computed in the order in which elements appear in x. If o is provided, the cumulative sum is computed in the order given by radixorderv(o), without the need to first sort x. This applies as well if groups are used (g), in which case the cumulative sum is computed separately in each group.

The pseries and pdata.frame methods assume that the last factor in the index is the time-variable and the rest are grouping variables. The time-variable is passed to radixorderv and used for ordered computation, so that cumulative sums are accurately computed regardless of whether the panel-data is ordered or balanced.

fcumsum explicitly supports integers. Integers in R are bounded at bounded at +-2,147,483,647, and an integer overflow error will be provided if the cumulative sum (within any group) exceeds +-2,147,483,647. In that case data should be converted to double beforehand.

Value

the cumulative sum of values in x, (optionally) grouped by g and/or ordered by o. See Details and Examples.

See Also

fdiff, fgrowth, Time Series and Panel Series, Collapse Overview

Examples

## Non-grouped
fcumsum(AirPassengers)
head(fcumsum(EuStockMarkets))
fcumsum(mtcars)

# Non-grouped but ordered
o <- order(rnorm(nrow(EuStockMarkets)))
all.equal(copyAttrib(fcumsum(EuStockMarkets[o, ], o = o)[order(o), ], EuStockMarkets),
          fcumsum(EuStockMarkets))

## Grouped
head(with(wlddev, fcumsum(PCGDP, iso3c)))

## Grouped and ordered
head(with(wlddev, fcumsum(PCGDP, iso3c, year)))
head(with(wlddev, fcumsum(PCGDP, iso3c, year, fill = TRUE)))