The most fundamental function in runner
package is runner
. With runner::runner
one can apply any R function on running windows. This tutorial presents set of examples explaining how to tackle some tasks. Some of the examples are referenced to original topic on stack-overflow.
library(runner)
x <- sample(letters, 20, replace = TRUE)
date <- as.Date(cumsum(sample(1:5, 20, replace = TRUE)), origin = Sys.Date()) # unequaly spaced time series
runner(x, k = 7, idx = date, f = function(x) length(unique(x)))
## [1] 1 2 3 4 2 1 2 2 3 3 3 3 2 3 3 4 3 2 2 3
x <- cumsum(rnorm(20))
date <- as.Date(cumsum(sample(1:5, 20, replace = TRUE)), origin = Sys.Date()) # unequaly spaced time series
runner(x, k = 7, idx = date, f = function(x) mean(x, trim = 0.05))
## [1] -0.57523208 -0.33100734 -0.50892869 -0.87644137 -0.83139519 -0.72358078
## [7] -0.59744785 -0.20342014 0.15743290 -0.04685322 -1.69637922 -2.93054915
## [13] -3.12727833 -3.08163537 -3.05675158 -2.40861889 0.49986025 0.82282423
## [19] 1.08703920 0.91782981
x <- cumsum(rnorm(20))
y <- 3 * x + rnorm(20)
date <- as.Date(cumsum(sample(1:3, 20, replace = TRUE)), origin = Sys.Date()) # unequaly spaced time series
data <- data.frame(date, y, x)
running_regression <- function(idx) {
predict(lm(y ~ x, data = data))[max(idx)]
}
data$pred <- runner(seq_along(x), k = 14, idx = date, f = running_regression)
plot(data$date, data$y, type = "l", col = "red")
lines(data$date, data$pred, col = "blue")
library(dplyr)
set.seed(3737)
df <- data.frame(
user_id = c(rep(27, 7), rep(11, 7)),
date = as.Date(rep(c('2016-01-01', '2016-01-03', '2016-01-05', '2016-01-07', '2016-01-10', '2016-01-14', '2016-01-16'), 2)),
value = round(rnorm(14, 15, 5), 1))
df %>%
group_by(user_id) %>%
mutate(
v_minus7 = sum_run(value, 7, idx = date),
v_minus14 = sum_run(value, 14, idx = date))
## # A tibble: 14 x 5
## # Groups: user_id [2]
## user_id date value v_minus7 v_minus14
## <dbl> <date> <dbl> <dbl> <dbl>
## 1 27 2016-01-01 15 15 15
## 2 27 2016-01-03 22.4 37.4 37.4
## 3 27 2016-01-05 13.3 50.7 50.7
## 4 27 2016-01-07 21.9 72.6 72.6
## 5 27 2016-01-10 20.6 55.8 93.2
## 6 27 2016-01-14 18.6 39.2 112.
## 7 27 2016-01-16 16.4 55.6 113.
## 8 11 2016-01-01 6.8 6.8 6.8
## 9 11 2016-01-03 21.3 28.1 28.1
## 10 11 2016-01-05 19.8 47.9 47.9
## 11 11 2016-01-07 22 69.9 69.9
## 12 11 2016-01-10 19.4 61.2 89.3
## 13 11 2016-01-14 17.5 36.9 107.
## 14 11 2016-01-16 19.3 56.2 119.