来自zoo包的r-rollmean返回意外结果

Question

我使用的是以下代码：

library(dplyr)
library(lubridate)
library(zoo)
temp <- data.frame(
date = as.Date(c("2015-01-01", "2015-02-01", "2015-03-01", "2015-04-01", "2015-05-01", "2015-06-01", "2015-07-01", "2015-08-01", "2015-09-01", "2015-10-01", "2015-11-01", "2015-12-01"))
, value = c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12)
) %>%
arrange(
date
) %>%
mutate(
value_rollmean = rollmean(value, k = 2, fill = NA)
) 
temp

它奇怪地返回：

date value value_rollmean
1  2015-12-01    12             NA
2  2015-11-01    11           11.5
3  2015-10-01    10           10.5
4  2015-09-01     9            9.5
5  2015-08-01     8            8.5
6  2015-07-01     7            7.5
7  2015-06-01     6            6.5
8  2015-05-01     5            5.5
9  2015-04-01     4            4.5
10 2015-03-01     3            3.5
11 2015-02-01     2            2.5
12 2015-01-01     1            1.5 

为什么最后一个条目是2015年12月1日NA，而不是2015年1月1日的第一个条目？

预期输出：

date value value_rollmean
1  2015-01-01     1             NA
2  2015-02-01     2             NA
3  2015-03-01     3            1.5
4  2015-04-01     4            2.5
5  2015-05-01     5            3.5
6  2015-06-01     6            4.5
7  2015-07-01     7            5.5
8  2015-08-01     8            6.5
9  2015-09-01     9            7.5
10 2015-10-01    10            8.5
11 2015-11-01    11            9.5
12 2015-12-01    12           10.5

Answer 1

我很高兴被更正，但在这种情况下，我认为您需要使用rollapply()来利用width参数，这在特定的便利函数中似乎不可用。作为列表传递的宽度被视为偏移，因此您可以执行以下操作：

library(zoo)
library(dplyr)
dat %>%
mutate(value_rollmean = rollapply(value, width = list(-(2:1)), mean, fill = NA)) 
date value value_rollmean
1  2015-01-01     1             NA
2  2015-02-01     2             NA
3  2015-03-01     3            1.5
4  2015-04-01     4            2.5
5  2015-05-01     5            3.5
6  2015-06-01     6            4.5
7  2015-07-01     7            5.5
8  2015-08-01     8            6.5
9  2015-09-01     9            7.5
10 2015-10-01    10            8.5
11 2015-11-01    11            9.5
12 2015-12-01    12           10.5

数据：

dat <- data.frame(
date = as.Date(c("2015-01-01", "2015-02-01", "2015-03-01", "2015-04-01", "2015-05-01", "2015-06-01", "2015-07-01", "2015-08-01", "2015-09-01", "2015-10-01", "2015-11-01", "2015-12-01"))
, value = c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12)
)

Answer 2

似乎我必须对日期进行排序(为什么有人会尝试将移动平均线指向不同的方向？！(

library(dplyr)
library(lubridate)
library(zoo)
temp <- data.frame(
date = as.Date(c("2015-01-01", "2015-02-01", "2015-03-01", "2015-04-01", "2015-05-01", "2015-06-01", "2015-07-01", "2015-08-01", "2015-09-01", "2015-10-01", "2015-11-01", "2015-12-01"))
, value = c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12)
) %>%
arrange(
desc(date)
) %>%
mutate(
value_rollmean = rollmean(value, k = 2, fill = NA)
) %>%
arrange(
date
)
temp