Dennis, this is really great, thanks a lot!
Do you know how to prevent the result from omitting the first 2
values. I mean - it starts (within each group) with the 3rd row but
omits the first 2...
Dimitri
On Mon, Apr 25, 2011 at 5:31 PM, Dennis Murphy <djmu...@gmail.com> wrote:
> 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.
>>
>
--
Dimitri Liakhovitski
Ninah Consulting
www.ninah.com
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