HI there,
Consider a data set like this:
> x <- data.frame(a=1:10, b=11:20, t=c(1,1,1,2,2,2,3,3,3,3))
> x
a b t
1 1 11 1
2 2 12 1
3 3 13 1
4 4 14 2
5 5 15 2
6 6 16 2
7 7 17 3
8 8 18 3
9 9 19 3
10 10 20 3
Here x$t is a vector of integers that represent a moment
in time. I would like to calculate a function of a & b at
each moment (t0), but using the rows corresponding not only
to moment t0 but also all moments t < t0.
For example, if the function was f(a,b) = sum(a - b), the
result would be
t f
1 -30 # (1-11) + (2-12) + (3-13)
2 -60
3 -100
As far as I know there is no built-in function in R to
group rows like this. The naive approach of using a loop is
doable but extremely slow even for small data sets.
result <- NULL
for (i in unique(x$t)) {
part <- x[x$t <= i,]
result <- rbind(result, sum(part$a + part$b))
}
So, any suggestions?
Note: in this example, it is possible to calculate f() for
each subset using by() and then accumulate the results, but
with other functions this won't work.
Cheers,
Ernest
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