[datatable-help] I have been agnozing over how to do a running cummulative sum over a particular date range

[Mike.Gahan]

Here is an example of how I would approach this problem.  I am certainly open
to more elegant solutions.


require(data.table)

#Build some sample data
data <- data.table(Date=1:20,Value=rpois(20,10))

#Build reference table.  This is where we keep the list of Dates and Values
that will be referenced for 
#each individual data
Ref <- data[,list(Compare_Value=list(I(Value)),Compare_Date=list(I(Date)))]

#Use lapply to get last seven days of value by id
data[,Roll.Val := lapply(Date, function(x) {
                  d <- as.numeric(Ref$Compare_Date[[1]] - x)
                  sum((d <= 0 & d >= -7)*Ref$Compare_Value[[1]])})]

head(data,10)

    Date Value Roll.Val
 1:    1    14       14
 2:    2     7       21
 3:    3     9       30
 4:    4     5       35
 5:    5    10       45
 6:    6    10       55
 7:    7    15       70
 8:    8    14       84
 9:    9     8       78
10:   10    12       83



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