关于data.table：R中不平衡面板上的简单移动平均线 | 珊瑚贝

#Make panel DF unbalanced
panelUNB <- subset(panel,as.numeric(Subject)!= Day)
panelUNB <- panelUNB[-c(15,16),]

# create time series where each subject have an observation at each time step
d1 <- data.frame(subject = rep(letters[1:4], each = 5),
                 day = rep(1:5, 4),
                 quantity = sample(x = 1:4, size = 20, replace = TRUE))
d1

# select some random observations
d2 <- d1[sample(x = seq_len(nrow(d1)), size = 15), ]
d2

# reshape to wide format with dcast
# -> ‘automatic’ extension from irregular to regular series for each subject,
# _given_ that all time steps are represented.
# Alternative method below more explicit

# fill for structural missings defaults to NA
d3 <- dcast(d2, day ~ subject, value.var =”quantity”)
d3

# convert to zoo time series
z1 <- zoo(x = d3[ , -1], order.by = d3$day)

################################
# alternative method to extend time series
# time steps to include are given explicitly

# create a zero-dimensional zoo series
z0 <- zoo(, min(d1$day):max(d1$day))

# extend z1 to contain the same time indices as z0
z1 <- merge(z1, z0)
################################

# lag, defaults to one unit
z2 <- lag(x = z1)
z2

# calculate rolling mean with window width 3
rollmeanr(x = z2, k = 3)

# Handling of NAs:
# from ?rollmean:
#”The default method of rollmean does not handle inputs that contain NAs.
# In such cases, use rollapply instead.”:
rollapplyr(data = z2, width = 3, FUN = mean, na.rm = TRUE)