R将上个月的值添加为一列
我有一个按月份列出日期和价格的数据表:R将上个月的值添加为一列,r,data.table,R,Data.table,我有一个按月份列出日期和价格的数据表: set.seed(128) dat <- data.table(DATE=c("2014-01-01","2014-02-01","2014-03-01","2014-04-01", "2014-05-01","2014-06-01","2014-07-01","2014-08-01", "2014-09-01","2014-10-01","2014-11-01","2014-12-01
set.seed(128)
dat <- data.table(DATE=c("2014-01-01","2014-02-01","2014-03-01","2014-04-01",
"2014-05-01","2014-06-01","2014-07-01","2014-08-01",
"2014-09-01","2014-10-01","2014-11-01","2014-12-01"),
PRICE=rnorm(n = 12, mean=100, sd=15))
dat
DATE PRICE
1: 2014-01-01 108.83590
2: 2014-02-01 67.69042
3: 2014-03-01 122.28905
4: 2014-04-01 93.50617
5: 2014-05-01 109.57878
6: 2014-06-01 128.81537
7: 2014-07-01 82.67295
8: 2014-08-01 68.25281
9: 2014-09-01 82.98265
10: 2014-10-01 124.28960
11: 2014-11-01 84.61275
12: 2014-12-01 93.14938
我如何在R中实现这一点?第一个术语上个月没有已知的价格(我假设-如果有,您可以用它替换NA) 下面的代码应该可以正常工作。第一行创建一个新向量,第二行将其作为列添加到dat,第三行删除该向量(因为它现在位于dat中,我们不需要单独使用)
PRICE\u PREV使用shift
fromdata.table
如果您有一个较旧的版本(v<1.9.5),您也可以这样做
dat[, PRICE_PREV := c(NA, PRICE[-.N])]
我看不出重点。您的数据现在以预期的输出格式显示错误。你对二月的比分是108.83,而不是一月。新列将允许我计算月与月之间的数据,如价格差异(例如dat$price_DIFF)。为什么不将日期转换为as.date,并使用DIFF
功能绘制月与月之间的变化?请参阅本帖:
PRICE_PREV <- c(NA, dat$PRICE[1:length(dat$PRICE)-1])
dat <- cbind(dat, PRICE_PREV)
rm(PRICE_PREV)
dat[, PRICE_PREV := shift(PRICE)]
dat
# DATE PRICE PRICE_PREV
# 1: 2014-01-01 108.95158 NA
# 2: 2014-02-01 107.23918 108.95158
# 3: 2014-03-01 124.96608 107.23918
# 4: 2014-04-01 99.61007 124.96608
# 5: 2014-05-01 118.13540 99.61007
# 6: 2014-06-01 108.70528 118.13540
# 7: 2014-07-01 93.12482 108.70528
# 8: 2014-08-01 100.06829 93.12482
# 9: 2014-09-01 103.14932 100.06829
# 10: 2014-10-01 122.66710 103.14932
# 11: 2014-11-01 104.84064 122.66710
# 12: 2014-12-01 113.37610 104.84064
dat[, PRICE_PREV := c(NA, PRICE[-.N])]