[R] Yearly aggregates and matrices

[Gabor Grothendieck]

On Wed, Apr 27, 2011 at 2:03 PM, mathijsdevaan <mathijsdevaan at gmail.com> wrote:
> Hi,
>
> Is there an alternative to "z <- read.zoo(DF, split = 2, index = 3, FUN =
> identity)" and "r <- rollapply(z, 3,  sum.na, align = "right", partial =
> TRUE)"? I am trying to use the following script in which the split data (B)
> contains about 300000 unique cases and obviously I am getting an allocation
> error. Thanks!
>

You could test the speed of this to see if its faster:

library(reshape2)
library(zoo)
mm <- melt(DF, id = c("B", "C"))
aa <- acast(mm, C ~ B + variable, FUN = sum)
sum.na <- function(x) if (any(!is.na(x))) sum(x, na.rm = TRUE) else NA
r <- rollapply(aa, 3,  sum.na, align = "right", partial = TRUE)


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