runner (version 0.3.0)

lag_run: Lag dependent on variable

Description

Vector of input lagged along integer vector

Usage

lag_run(x, lag = 1L, idx = integer(0), nearest = FALSE)

Arguments

x

Vector of any type

lag

integer vector or single value denoting window lag. If lag is a single value then window lag is constant for all elements, otherwise if length(lag) == length(x) different window size for each element. Negative value shifts window forward.

idx

date or integer an optional integer vector containing index of observation. If specified then k and lag are depending on idx. Length of idx should be equal of length x

nearest

logical single value. Applied when idx is used, then nearest = FALSE returns observation lagged exactly by the specified number of "periods". When nearest = TRUE function returns latest observation within lag window.

Examples

# NOT RUN {
lag_run(1:10, lag = 3)
lag_run(letters[1:10], lag = -2, idx = c(1, 1, 1, 2, 3, 4, 6, 7, 8, 10))
lag_run(letters[1:10], lag = 2, idx = c(1, 1, 1, 2, 3, 4, 6, 7, 8, 10), nearest = TRUE)
# }