diff --git a/man/frolladapt.Rd b/man/frolladapt.Rd index 2c4d45e7a..01068081a 100644 --- a/man/frolladapt.Rd +++ b/man/frolladapt.Rd @@ -35,6 +35,19 @@ dt n34 = frolladapt(idx, c(small=3, big=4), give.names=TRUE) n34 dt[, frollmean(value, n34, adaptive=TRUE, give.names=TRUE)] + +## panel data: rolling mean within groups, respecting irregular date gaps +## equivalent to Stata: rangestat (mean) rollmean3 = sales, int(date -2 0) by(firm) +dt = data.table( + firm = rep(c("A", "B"), each = 4), + date = as.Date(c("2020-01-01", "2020-01-02", "2020-01-05", "2020-01-06", + "2020-01-01", "2020-01-03", "2020-01-04", "2020-01-07")), + sales = c(10, 12, 15, 13, 20, 22, 18, 25) +) +setorder(dt, firm, date) +dt[, rollmean3 := frollmean(sales, frolladapt(date, n=3L, partial=TRUE), + adaptive=TRUE), by = firm] +dt } \seealso{ \code{\link{froll}}, \code{\link{frollapply}}