[R] How to find moving averages within each subgroup of a data frame

[Gabor Grothendieck]

Try this:

df1$SMA <- ave(df1$col4, df1$col1, FUN = function(x) c(NA, (head(x,
-1) + tail(x, -1))/2))

It would also be possible to convert it from long form to wide form
using reshape (or read.zoo in the devel version of zoo), convert that
to a zoo series and the use rollapply in the zoo package.


On Thu, Oct 22, 2009 at 12:28 PM, clair.crossupton at googlemail.com
<clair.crossupton at googlemail.com> wrote:
> Dear all,
>
> If I have the following data frame:
>
>> set.seed(21)
>> df1 <- data.frame(col1=c(rep('a',5), rep('b',5), rep('c',5)), col4=rnorm(1:15))
>
>   col1         col4
> 1     a  0.793013171
> 2     a  0.522251264
> 3     a  1.746222241
> 4     a -1.271336123
> 5     a  2.197389533
> 6     b  0.433130777
> 7     b -1.570199630
> 8     b -0.934905667
> 9     b  0.063493345
> 10    b -0.002393336
> 11    c -2.276781240
> 12    c  0.757412225
> 13    c -0.548405554
> 14    c  0.172549478
> 15    c  0.562853068
>
> How can i make a 2 point moving average within each group? i.e.
>
> col1    col4    SMA
> a       0.793013171     NA
> a       0.522251264     0.657632218
> a       1.746222241     1.134236753
> a       -1.271336123    0.237443059
> a       2.197389533     0.463026705
> b       0.433130777     NA
> b       -1.57019963     -0.568534427
> b       -0.934905667    -1.252552649
> b       0.063493345     -0.435706161
> b       -0.002393336    0.030550005
> c       -2.27678124     NA
> c       0.757412225     -0.759684508
> c       -0.548405554    0.104503336
> c       0.172549478     -0.187928038
> c       0.562853068     0.367701273
>
> >From what i've read, i was thinking it would be something along the
> lines of:
>
>> aggregate(df1$col4, by=list(df1$col1), function(x) {filter(x, rep(1/2,2), sides=1 )} )
> Error in aggregate.data.frame(as.data.frame(x), ...) :
>  'FUN' must always return a scalar
>
> But this tells me (i think) that aggregate should only return a single
> value per group. So what i need, i guess, is something that takes all
> the values in a given group, and returns a vector of the same length.
> Not sure which function to use for that.
>
> Thanks in advance,
>
> C xx
>
> P.S. on a side note, is it possible to extract the values which
> aggregate passes to the function(x) in my example above?
>
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