滚动连接 : roll forwards and backwards

Question

data.table很棒，因为我可以进行滚动连接，甚至可以在组内进行滚动连接!

library(data.table)
set.seed(42)
metrics <- data.frame(
  ID=c(rep(1, 10), rep(2,5), rep(3,5)),
  Time=c(1:10, 4:8, 8:12),
  val1=runif(20),
  val2=runif(20),
  val3=runif(20),
  val4=runif(20)
  )
metrics <- data.table(metrics[sample(1:nrow(metrics), 15),], key=c('ID', 'Time'))
calendar <- data.table(expand.grid(ID=1:3, Time=1:12), key=c('ID', 'Time'))

metrics[calendar,roll=TRUE]

然而，这对我来说还不够棒。此 data.table仍然有 NA:

> metrics[calendar,roll=TRUE]
    ID Time      val1      val2      val3        val4
 1:  1    1 0.9148060 0.9040314 0.3795592 0.675607275
 2:  1    2 0.9370754 0.1387102 0.4357716 0.982817198
 3:  1    3 0.9370754 0.1387102 0.4357716 0.982817198
 4:  1    4 0.8304476 0.9466682 0.9735399 0.566488424
 5:  1    5 0.8304476 0.9466682 0.9735399 0.566488424
 6:  1    6 0.5190959 0.5142118 0.9575766 0.189473935
 7:  1    7 0.7365883 0.3902035 0.8877549 0.271286615
 8:  1    8 0.7365883 0.3902035 0.8877549 0.271286615
 9:  1    9 0.6569923 0.4469696 0.9709666 0.693204820
10:  1   10 0.7050648 0.8360043 0.6188382 0.240544740
11:  1   11 0.7050648 0.8360043 0.6188382 0.240544740
12:  1   12 0.7050648 0.8360043 0.6188382 0.240544740
13:  2    1        NA        NA        NA          NA
14:  2    2        NA        NA        NA          NA
15:  2    3        NA        NA        NA          NA
16:  2    4 0.4577418 0.7375956 0.3334272 0.042988796
17:  2    5 0.7191123 0.8110551 0.3467482 0.140479094
18:  2    6 0.9346722 0.3881083 0.3984854 0.216385415
19:  2    7 0.2554288 0.6851697 0.7846928 0.479398564
20:  2    8 0.2554288 0.6851697 0.7846928 0.479398564
21:  2    9 0.2554288 0.6851697 0.7846928 0.479398564
22:  2   10 0.2554288 0.6851697 0.7846928 0.479398564
23:  2   11 0.2554288 0.6851697 0.7846928 0.479398564
24:  2   12 0.2554288 0.6851697 0.7846928 0.479398564
25:  3    1        NA        NA        NA          NA
26:  3    2        NA        NA        NA          NA
27:  3    3        NA        NA        NA          NA
28:  3    4        NA        NA        NA          NA
29:  3    5        NA        NA        NA          NA
30:  3    6        NA        NA        NA          NA
31:  3    7        NA        NA        NA          NA
32:  3    8 0.9400145 0.8329161 0.7487954 0.719355838
33:  3    9 0.9400145 0.8329161 0.7487954 0.719355838
34:  3   10 0.1174874 0.2076590 0.1712643 0.375489965
35:  3   11 0.4749971 0.9066014 0.2610880 0.514407708
36:  3   12 0.5603327 0.6117786 0.5144129 0.001570554
    ID Time      val1      val2      val3        val4

我可以使用 zoo:::na.locf 填充这些 NA , fromLast=TRUE ，但这不是很有趣。谁能想到一种优雅的方式，我可以在 data.table 期间向后滚动 NA(在向前滚动它们之后)加入？

Answer 1

这在 中是可能的数据表 2013 年 3 月发布的 1.8.8 版:

metrics[calendar, roll=TRUE, rollends=c(TRUE, TRUE)]

来自 data.table NEWS file :

In addition to TRUE/FALSE, 'roll' may now be a positive number (roll forwards/LOCF) or negative number (roll backwards/NOCB). A finite number limits the distance a value is rolled (limited staleness). roll=TRUE and roll=+Inf are equivalent. 'rollends' is a new parameter holding two logicals. The first observation is rolled backwards if the first value of rollends is TRUE. The last observation is rolled forwards if the second value of rollends is TRUE. If roll is a finite number, the same limit applies to the ends. New value roll='nearest' joins to the nearest value (either backwards or forwards) when the value falls in a gap, and to the end value according to 'rollends'. 'rolltolast' has been deprecated. For backwards compatibility it is converted to {roll=TRUE;rollends=c(FALSE,FALSE)}.

一如既往，下载最新版本的数据表 ，见 Installation .