On 08/24/2013 08:25 PM, Jim Lemon wrote:
> ...
Oops, very bad editing of the function in the email - this should work:
lags <- function(x, k=1, prefix='lag', by) {
if(missing(by)) {
n <- length(x)
res <- data.frame(lag0=x)
for (i in 1:k) {
res <- cbind(res, c(rep(NA, i), x[1:(n-i)]))
}
colnames(res) <- paste0(prefix, 0:k)
}
else {
for(levl in levels(by)) {
nextlags<-lags(x[by==levl],prefix=prefix)
rownames(nextlags)<-paste(levl,rownames(nextlags),sep=".")
if(exists("res")) res<-rbind(res,nextlags)
else res<-nextlags
}
}
return(res)
}
Also make sure that "by" _is_ a factor. It doesn't work if it isn't.
Jim
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