From 2c23421feef4842612630302e8a4c7ed988cea33 Mon Sep 17 00:00:00 2001
From: Leonidas Zhak <70497898+LeonidasZhak@users.noreply.github.com>
Date: Sun, 7 Jun 2026 00:33:09 +0800
Subject: [PATCH] docs: add panel data example to frolladapt.Rd

Add a grouped rolling mean example showing frolladapt + frollmean with
by= for panel data. This is the data.table equivalent of Stata's
rangestat (mean) ..., int(date -2 0) by(firm) for time-aware rolling
windows within groups respecting irregular date gaps.
---
 man/frolladapt.Rd | 13 +++++++++++++
 1 file changed, 13 insertions(+)

diff --git a/man/frolladapt.Rd b/man/frolladapt.Rd
index 2c4d45e7a4..01068081a8 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}}