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

[clair.crossupton at googlemail.com]

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?