Rolling joins: roll forwards and backwards

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一生所求
一生所求 2021-02-19 01:18

data.table is awesome, because I can do rolling joins, and even do rolling joins within groups!

library(data.table)
set.seed(42)
metrics &l         


        
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  •  暗喜
    暗喜 (楼主)
    2021-02-19 02:01

    metrics[calendar, roll = TRUE, rollends = c(TRUE, TRUE)]

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