[R] Help with vectors and rollapply

Raghuraman Ramachandran rramachandran at jefferies.com
Wed Jul 11 10:05:09 CEST 2012


Hi Bill

Many thanks for your help.

Cheers
R

-----Original Message-----
From: William Dunlap [mailto:wdunlap at tibco.com]
Sent: 10 July 2012 17:22
To: Raghuraman Ramachandran; r-help at r-project.org
Subject: RE: Help with vectors and rollapply

It looks like you already have the zoo package loaded so you can use its na.locf(), which replaces NA's with the last non-NA value.  Convert the 0s to NAs with
replace() and feed the result into na.locf():
  a  <- c(-2,0,0,0,1,0,0,3,0,0,-4)
  aOut <- c(-2,-2,-2,-2,1,1,1,3,3,3,-4)
  na.locf(replace(a, a==0, NA) )
  #  [1] -2 -2 -2 -2  1  1  1  3  3  3 -4
  all.equal(aOut, .Last.value)
  # [1] TRUE

If you need to treat NA and 0 differently you will need to do more work.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] On Behalf Of Raghuraman
> Ramachandran
> Sent: Tuesday, July 10, 2012 8:23 AM
> To: r-help at r-project.org
> Subject: [R] Help with vectors and rollapply
>
> Hello
>
> I have a vector a =(-2,0,0,0,1,0,0,3,0,0,-4)
>
> I want to replace all zeros into previous non-zero state. So for
> instance the above vector should be converted into:
>
> a= (-2,-2,-2,-2,1,1,1,3,3,3,-4)
>
> I tried many things and finally concluded that probably(?) rollapply
> may be the best way?
>
> I tried
> f= function(x){
>                 ifelse(x==0,Lag(x),x)
> }
>
> And then, rollappy(a,1,f) and that didn't work. Can someone help please?
>
> Thx
> R
>
>
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