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

[Farrel Buchinsky]

I do not understand why you have to make a list Ref <-
data[,list(Compare_Value=list(I(Value)),Compare_Date=list(I(Date)))]  when
the data is already sitting in a data.table. Is it simply because lapply
works on a list and not a data.table?

Farrel Buchinsky
Google Voice Tel: (412) 567-7870


On Mon, Jul 14, 2014 at 10:49 PM, Mike.Gahan <michael.gahan at gmail.com>
wrote:

> But what if the dates are irregularly spaced?
>
> #Build some sample data
> set.seed(12345)
> data <- data.table(Date=seq(1,60,by=3),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    12       12
>  2:    4     9       21
>  3:    7    10       31
>  4:   10    10       29
>  5:   13    14       34
>  6:   16    13       37
>  7:   19     7       34
>  8:   22    12       32
>  9:   25    12       31
> 10:   28    16       40
>
>
>
> --
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