Reference previous value in data.table calculation

Question

I'm trying to reference the value in a previous calculation during the current one. I've tried using shift(), but it does not work when using the same variable.

I want to do something like this. I want shift(z) to refer to the previously calculated value of the same variable. If I run this, I get an error saying that object 'z' was not found.

dt[, z := 0.1 * x + 0.2 * shift(z)]

How do I do this without writing a loop?

I want it to start with zero for the first one. Then use the value from the previous row. So, (0.1*1 + 0.2*0) would be first row. The second would be (0.1*2 + 0.2*0.1(The value from the first row)). — 9314197
– 9314197, Commented Dec 10, 2018 at 12:50
YOLO, doesn't that mess with the order of operations? I want to multiply by the previous value of z before doing the addition. — 9314197
– 9314197, Commented Dec 10, 2018 at 12:57

akrun · Accepted Answer · 2018-12-10 12:57:00Z

3

We need a logic with accumulate

library(tidyverse)
dt %>% 
  mutate(z = tail(accumulate(x, ~ .y * 0.1 + 0.2 * .x, .init = 0), -1))
#  x       z
#1 1 0.10000
#2 2 0.22000
#3 3 0.34400
#4 5 0.56880
#5 1 0.21376

Or the same logic with Reduce

dt[, z := tail(Reduce(function(x, y)  y * 0.1 + 0.2 * x, x, 
     init = 0, accumulate = TRUE), -1)]

answered Dec 10, 2018 at 12:57

akrun

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5 Comments

YOLO Over a year ago

while reading your solutions sometimes I feel like I know nothing.

9314197 Over a year ago

What do the .x and .y parts mean?

akrun Over a year ago

@YOLO This one is a bit tricky, but you will get used to it. It is just understanding that recursive logic

akrun Over a year ago

@buckbeak Here .x refers to the value that gets updated and .y the actual values. You can check it by dt %>% mutate(z = tail(accumulate(x, ~ .x, .init = 0), -1)) dt %>% mutate(z = tail(accumulate(x, ~ .y, .init = 0), -1))

akrun Over a year ago

@buckbeak If you check the ?accumulate the description is # .x is the accumulating value 1:10 %>% accumulate(~ .x) # .y is element in the list

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