Hi:
I think the embed() function is your friend here. From its help page example,
> x <- 1:10
> embed (x, 3)
[,1] [,2] [,3]
[1,] 3 2 1
[2,] 4 3 2
[3,] 5 4 3
[4,] 6 5 4
[5,] 7 6 5
[6,] 8 7 6
[7,] 9 8 7
[8,] 10 9 8
Applying it to your test data,
# h() creates a weighted average of the observations in each row
h <- function(x) embed(x, 3) %*% c(0.5, 0.35, 0.15)
library(plyr)
ddply(mydata, "group", summarise, ma = h(myvalue))
group ma
1 group1 11.00
2 group1 16.75
3 group1 9.25
4 group1 3.00
5 group1 0.00
6 group1 5.00
7 group2 85.00
8 group2 30.00
9 group2 150.00
10 group2 205.00
11 group2 115.00
12 group2 30.00
Does that work for you? The rollapply() function in the zoo package
may also be applicable with a similar input function that computes a
weighted average.
HTH,
Dennis
On Mon, Apr 25, 2011 at 1:50 PM, Dimitri Liakhovitski
<dimitri.liakhovit...@gmail.com> wrote:
> Hello!
> I wrote a piece of code below that does the job but seems too "loopy" to me.
> I was wondering if there is any way to make it more efficient/less "loopy"?
> Thanks a lot for your hints!
> Dimitri
>
> ### Creating example data set:
>
> mygroups<-c(rep("group1", 8),rep("group2", 8))
> myweeks<-seq(as.Date("2010-01-04"), length = 8, by = "week")
> values.w<-c(0,10,15,20,0,0,0,10,100,200,0,0,300,200,0,0)
> mydata<-data.frame(group=mygroups,mydates=myweeks,myvalue=values.w)
> mydata$group<-as.factor(mydata$group)
> str(mydata)
> (mydata)
>
> ### Doing the following within each level of the factor "mydata$group":
> ### Create a new variable ("new.value") that equals:
> ### myvalue in the same week * 0.5 +
> ### myvalue 1 week ago * 0.35
> ### myvalue 2 weeks ago * 0.15
>
> groups<-levels(mydata$group)
> (groups)
>
> mydata[["new.value"]]<-mydata[["myvalue"]]*0.5
>
> for(i in groups){ # looping through groups
> temp.data<-mydata[mydata$group %in% i,] # selecting values for one group
> temp.data[2,"new.value"]<-temp.data[["new.value"]][2]+temp.data[1,"myvalue"]*0.35
> # 2nd new value
> for(myrow in 3:nrow(temp.data)){ # Starting in row 3 and looping through
> rows
>
> temp.data[myrow,"new.value"]<-temp.data[["new.value"]][myrow]+temp.data[(myrow-1),"myvalue"]*.35+temp.data[(myrow-2),"myvalue"]*.15
> }
> mydata[mydata$group %in% i,]<-temp.data
> }
>
>
> --
> Dimitri Liakhovitski
> Ninah Consulting
> www.ninah.com
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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