How to rollapply over a multi column data table

Question

I would like to use the rollapply function over a multi column datatable, namely I would like to be able to use each column independantly for instance let\'s consider the fo

Answer 1

You are almost there and can do:

lapply(DT[,2:3], function(x) rollapply(x,width=3, FUN=mean))
#$y
#[1] 3.333333 3.333333 3.333333 3.333333 3.333333 3.333333 3.333333

#$v
#[1] 2 3 4 5 6 7 8

Answer 2

Just to add another option using data.table only

library(data.table) # v1.9.6+

Define the rolling mean function

rollMean <- function(x, n) Reduce(`+`, shift(x, 0L:(n - 1L)))/n

Apply it on multiple columns while specifying .SDcols

DT[, lapply(.SD, rollMean, 3L), .SDcols = y:v]
#           y  v
# 1:       NA NA
# 2:       NA NA
# 3: 3.333333  2
# 4: 3.333333  3
# 5: 3.333333  4
# 6: 3.333333  5
# 7: 3.333333  6
# 8: 3.333333  7
# 9: 3.333333  8