i'm having a little trouble with the rollmean or rather the frollmean function. It almost delivers what I want but not exactly. What I want is the moving average of the last 3 entries that are not
NaN. Say, I had
Data <- as.data.table(c(3,6,NaN,9)) names(Data) <- "Column1"
But I can't achieve this with neither
Data[, Column2 := frollmean(Column1,3,fill = NaN, na.rm=FALSE)]
Data[, Column3 := frollmean(Column1,3,fill = NaN, na.rm=TRUE)]
What I need is the frollmean function to SKIP NaN-values, not to ignore them. Similar to as if i would do
Data <- as.data.table(c(3,6,NaN,9)) NAfree <- drop_na(Data) names(NAfree) <- "Free1" NAfree[, Free2 := frollmean(Free1,3,fill = NaN)]
And then attach them back together. Which I can't do because the numbers of rows in the two tables are different.
There probably is a really easy way to do this but I don't know how. I'd be thankful for any help!
Btw generally I don't care if it fills in NA or NaN but I'd prefer NaN.
I do hope my question is more or less clear!