Rolling Calculations In R

Kevin Feasel

2018-03-09

R

Steph Locke explains some tricky behavior with window functions in R:

So looking at the code I wrote, you may have expectedc2 to hold NA, 3, 5, ... where it’s taking the current value and the prior value to make a window of width 2. Another reasonable alternative is that you may have expected c2 to hold NA, NA, 3, ... where it’s summing up the prior two values. But hey, it’s kinda working like cumsum() right so that’s ok! But wait, check out c3. I gave c3 a window of width 3 and it gave me NA, 6, 9, ... which looks like it’s summing the prior value, the current value, and the next value. …. That’s weird right?

It turns out the default behaviour for these rolling calculations is to center align the window, which means the window sits over the current value and tries it’s best to fit over the prior and next values equally. In the case of us giving it an even number it decided to put the window over the next values more than the prior values.

Knowing your window is critical when using a window function, and knowing that some functions have different default windows than others helps you be prepared.

Related Posts

Naive Bays in R

Zulaikha Lateef takes us through the Naive Bayes algorithm and implementations in R: Naive Bayes is a Supervised Machine Learning algorithm based on the Bayes Theorem that is used to solve classification problems by following a probabilistic approach. It is based on the idea that the predictor variables in a Machine Learning model are independent of […]

Read More

Exporting Data from Power Query with R

Leila Etaati shows how you can use R to export data from Power Query to disk or to SQL Server: There is always a discussion on how to store back the data from Power BI to local computer or SQL Server Databases, in this short blog, I will show how to do it by writing […]

Read More

Categories

March 2018
MTWTFSS
« Feb Apr »
 1234
567891011
12131415161718
19202122232425
262728293031