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POroll data.table both forwards and backwards simultaneously
 

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  1. POroll data.table both forwards and backwards simultaneously
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    <p>This is related to the previous question on SO: <a href="https://stackoverflow.com/questions/18984179/roll-data-table-with-rollends">roll data.table with rollends</a></p> <p>Given the data...</p> <pre><code>library(data.table) dt1 = data.table(Date=seq(from=as.Date("2013-01-03"), to=as.Date("2013-06-27"), by="1 week"), key="Date")[, ind:=.I] dt2 = data.table(Date=seq(from=as.Date("2013-01-01"), to=as.Date("2013-06-30"), by="1 day"), key="Date") </code></pre> <p>I try to <strong>carry the weekly datapoints one day forward and backward</strong> ...</p> <pre><code>dt1[dt2, roll=1][dt2, roll=-1] </code></pre> <p>...but only the first roll join <em>(forward)</em> seems to work and <code>roll=-1</code> is ignored:</p> <pre><code> Date ind 1: 2013-01-01 NA 2: 2013-01-02 NA 3: 2013-01-03 1 4: 2013-01-04 1 5: 2013-01-05 NA --- 177: 2013-06-26 NA 178: 2013-06-27 26 179: 2013-06-28 26 180: 2013-06-29 NA 181: 2013-06-30 NA </code></pre> <p>The same effect when I reverse the order:</p> <pre><code>dt1[dt2, roll=-1][dt2, roll=1] Date ind 1: 2013-01-01 NA 2: 2013-01-02 1 3: 2013-01-03 1 4: 2013-01-04 NA 5: 2013-01-05 NA --- 177: 2013-06-26 26 178: 2013-06-27 26 179: 2013-06-28 NA 180: 2013-06-29 NA 181: 2013-06-30 NA </code></pre> <p>I would like to achieve:</p> <pre><code> Date ind 1: 2013-01-01 NA 2: 2013-01-02 1 3: 2013-01-03 1 4: 2013-01-04 1 5: 2013-01-05 NA --- 177: 2013-06-26 26 178: 2013-06-27 26 179: 2013-06-28 26 180: 2013-06-29 NA 181: 2013-06-30 NA </code></pre> <p><strong>EDIT:</strong> I am using the fresh <strong>data.table version 1.8.11</strong>, note session details:</p> <pre><code>sessionInfo() R version 3.0.0 (2013-04-03) Platform: x86_64-w64-mingw32/x64 (64-bit) locale: [1] LC_COLLATE=English_United Kingdom.1252 LC_CTYPE=English_United Kingdom.1252 [3] LC_MONETARY=English_United Kingdom.1252 LC_NUMERIC=C [5] LC_TIME=English_United Kingdom.1252 attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] data.table_1.8.11 loaded via a namespace (and not attached): [1] plyr_1.8 reshape2_1.2.2 stringr_0.6.2 tools_3.0.0 </code></pre> <p>Thanks</p>
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