[R] lead
Gabor Grothendieck
ggrothendieck at gmail.com
Thu Jul 12 16:40:47 CEST 2007
The lag.zoo method of lag in the zoo package supports positive, negative
and multiple lags and has an na.pad= argument. (zoo also has a
lag.zooreg method, not shown, for zooreg objects):
> library(zoo)
> z <- zoo(11:15)
> z
1 2 3 4 5
11 12 13 14 15
> lag(z, na.pad = TRUE)
1 2 3 4 5
12 13 14 15 NA
> lag(z, 1, na.pad = TRUE) # same
1 2 3 4 5
12 13 14 15 NA
>
> # negative lag
> lag(z, -1, na.pad = TRUE)
1 2 3 4 5
NA 11 12 13 14
>
> # mulitple lags
> lag(z, 1:3, na.pad = TRUE)
lag1 lag2 lag3
1 12 13 14
2 13 14 15
3 14 15 NA
4 15 NA NA
> lag(z, -(1:3), na.pad = TRUE)
lag-1 lag-2 lag-3
2 11 NA NA
3 12 11 NA
4 13 12 11
5 14 13 12
vignette("zoo") # more info on zoo
On 7/12/07, Aydemir, Zava (FID) <Zava.Aydemir at morganstanley.com> wrote:
> Hi,
>
> is there any function in R that shifts elements of a vector to the
> opposite direction of what Lag() of the Hmisc package does? (something
> like, Lag(x, shift = -1) )
>
> Thanks
>
> Zava
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