[SOLVED] rolling average to multiple variables in R using data.table package

rolling average to multiple variables in R using data.table package

I would like to get rolling average for each of the numeric variables that I have. Using data.table package, I know how to compute for a single variable. But how should I revise the code so it can process multiple variables at a time rather than revising the variable name and repeat this procedure for several times? Thanks.

Suppose I have other numeric variables named as "V2", "V3", and "V4".

require(data.table)
setDT(data)
setkey(data,Receptor,date)
data[ , `:=` ('RollConc' = rollmean(AvgConc, 48, align="left", na.pad=TRUE)) , by=Receptor]

A copy of my sample data can be found at: https://drive.google.com/file/d/0B86_a8ltyoL3OE9KTUstYmRRbFk/view?usp=sharing

I would like to get 5-hour rolling means for "AvgConc","TotDep","DryDep", and "WetDep" by each receptor.

Solution

From your description you want something like this, which is similar to one example that can be found in one of the data.table vignettes:

library(data.table)
set.seed(42)
DT <- data.table(x = rnorm(10), y = rlnorm(10), z = runif(10), g = c("a", "b"), key = "g")
library(zoo)
DT[, paste0("ravg_", c("x", "y")) := lapply(.SD, rollmean, k = 3, na.pad = TRUE), 
   by = g, .SDcols = c("x", "y")]