lag_run {runner}

Lag dependent on variable

Description

Vector of input lagged along integer vector

Usage

lag_run(x, lag = 1L, idx = integer(0), nearest = FALSE)

Arguments

x

(vector, data.frame, matrix, xts, grouped_df)
Input in runner custom function f.

lag

(integer vector or single value)
Denoting window lag. If lag is a single value then window lag is constant for all elements, otherwise if length(lag) == length(x) different window size for each element. Negative value shifts window forward. One can also specify lag in the same way as by argument in base::seq.POSIXt(). See 'Specifying time-intervals' in details section.

idx

(integer, Date, POSIXt)
Optional integer vector containing sorted (ascending) index of observation. By default idx is index incremented by one. User can provide index with varying increment and with duplicated values. If specified then k and lag are depending on idx. Length of idx have to be equal of length x.

nearest

logical single value. Applied when idx is used, then nearest = FALSE returns observation lagged exactly by the specified number of "periods". When nearest = TRUE function returns latest observation within lag window.

Examples

lag_run(1:10, lag = 3)
lag_run(letters[1:10], lag = -2, idx = c(1, 1, 1, 2, 3, 4, 6, 7, 8, 10))
lag_run(letters[1:10], lag = 2, idx = c(1, 1, 1, 2, 3, 4, 6, 7, 8, 10), nearest = TRUE)