shift {data.table} | R Documentation

## Fast lead/lag for vectors and lists

### Description

`lead` or `lag` vectors, lists, data.frames or data.tables implemented in C for speed.

`bit64::integer64` is also supported.

### Usage

    shift(x, n=1L, fill=NA, type=c("lag", "lead"), give.names=FALSE)

### Arguments

`x` | A vector, list, data.frame or data.table.
`n` | Non-negative integer vector denoting the offset to lead or lag the input by. To create multiple lead/lag vectors, provide multiple values to `n`.
`fill` | Value to pad by.
`type` | default is `"lag"`. The other possible value is `"lead"`.
`give.names` | default is `FALSE` which returns an unnamed list. When `TRUE`, names are automatically generated corresponding to `type` and `n`.

### Details

`shift` accepts vectors, lists, data.frames or data.tables. It always returns a list except when the input is a `vector` and `length(n) == 1` in which case a `vector` is returned, for convenience. This is so that it can be used conveniently within data.table's syntax. For example, `DT[, (cols) := shift(.SD, 1L), by=id]` would lag every column of `.SD` by 1 for each group and `DT[, newcol := colA + shift(colB)]` would assign the sum of two vectors to `newcol`.

Argument `n` allows multiple values. For example, `DT[, (cols) := shift(.SD, 1:2), by=id]` would lag every column of `.SD` by `1` and `2` for each group. If `.SD` contained four columns, the first two elements of the list would correspond to `lag=1` and `lag=2` for the first column of `.SD`, the next two for second column of `.SD` and so on. Please see examples for more.

`shift` is designed mainly for use in data.tables along with `:=` or `set`. Therefore, it returns an unnamed list by default as assigning names for each group over and over can be quite time consuming with many groups. It may be useful to set names automatically in other cases, which can be done by setting `give.names` to `TRUE`.

### Value

A list containing the lead/lag of input `x`.

### See Also

`data.table`

### Examples

    # on vectors, returns a vector as long as length(n) == 1, #1127
    x = 1:5
    # lag with n=1 and pad with NA (returns vector)
    shift(x, n=1, fill=NA, type="lag")
    # lag with n=1 and 2, and pad with 0 (returns list)
    shift(x, n=1:2, fill=0, type="lag")

    # on data.tables
    DT = data.table(year=2010:2014, v1=runif(5), v2=1:5, v3=letters[1:5])
    # lag columns 'v1,v2,v3' DT by 1 and fill with 0
    cols = c("v1","v2","v3")
    anscols = paste("lead", cols, sep="_")
    DT[, (anscols) := shift(.SD, 1, 0, "lead"), .SDcols=cols]

    # return a new data.table instead of updating
    # with names automatically set
    DT = data.table(year=2010:2014, v1=runif(5), v2=1:5, v3=letters[1:5])
    DT[, shift(.SD, 1:2, NA, "lead", TRUE), .SDcols=2:4]

    # lag/lead in the right order
    DT = data.table(year=2010:2014, v1=runif(5), v2=1:5, v3=letters[1:5])
    DT = DT[sample(nrow(DT))]
    # add lag=1 for columns 'v1,v2,v3' in increasing order of 'year'
    cols = c("v1","v2","v3")
    anscols = paste("lag", cols, sep="_")
    DT[order(year), (cols) := shift(.SD, 1, type="lag"), .SDcols=cols]
    DT[order(year)]

    # while grouping
    DT = data.table(year=rep(2010:2011, each=3), v1=1:6)
    DT[, c("lag1", "lag2") := shift(.SD, 1:2), by=year]

    # on lists
    ll = list(1:3, letters[4:1], runif(2))
    shift(ll, 1, type="lead")
    shift(ll, 1, type="lead", give.names=TRUE)
    shift(ll, 1:2, type="lead")

[Package data.table version 1.10.4-1 Index]