Calculating cumulative standard deviation by group using R

Question

I am pretty new to R and wanted to calculate the cumulative standard deviation by group in R. I have a data frame D which has an ID for visitor and the corresponding time on

Answer 1

You can do it with base functions:

cumsd <- function(x) sapply(sapply(seq_along(x), head, x=x), sd)
df1$cum_sd <- ave(df1$top, df1$ID, FUN=cumsd)

Answer 2

We can use runSD from TTR. Convert the 'data.frame' to 'data.table' (setDT(df1)), grouped by 'ID', we apply the runSD on the 'top' column and assign (:=) the output to create the 'cum_sd'.

library(data.table)
library(TTR)
setDT(df1)[, cum_sd := round(runSD(top, n=1, cumulative=TRUE),2) ,ID]
df1
#  ID  top cum_sd
#1: v1  2.3     NA
#2: v1  4.8   1.77
#3: v1 10.2   4.04
#4: v2 16.2     NA
#5: v2 12.2   2.83
#6: v2 14.3   2.00
#7: v2 12.4   1.87
#8: v3  8.2     NA
#9: v3  8.8   0.42