[R] Can you have a by variable in Lag function as in SAS

[ramoss]

Hello,

I want to use lag on a time variable but I have to take date into
consideration ie I don't want days to overlap ie: 
I don't want my first time of today to match my last time of yeterday.

In SAS I would use :

data x;
  set y;
  by date tim;
  previous=lag(tim);
  if first.date then
     do;
	    previous=.;
     end;
run;

How can I do something similar in R?  I can't find any examples anywhere.

Thank you all for your help.



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