Rolling percentage add along column

Question

I feel this should be easy in base R but I just can't figure it out. I have a simple dataframe, let's say it looks like this

tbl <-  read.table(text = 
    "Field1 Field2
    100 200
    150 180
    200 160
    280 250
    300 300
    300 250",
header = TRUE)

Now, what I want to do is create a function that will apply a rolling % addition, something like:

fn <- function(tbl, pct) {}

which accepts the dataframe above as tbl. It adds a percentage fraction of the current row to the NEXT row down based on pct, and rolls this almost in a cumulative fashion.

For example, fn(tbl$Field1, 0.1) would generate the following results:

100   (100 + 0.1*0)
160   (150 + 0.1*100 = 160)
216   (200 + 0.1*160 = 216)
301.6 (280 + 0.1*216 = 301.6)

etc.

I'd use a package solution, but would prefer base R as it helps with the learning process! My longer term goal is to build a process the loops through each combination of field and pct so I can test it's effect in a regression model; hence my gut feel is that a function I can later apply is the way forward.

Thanks.

Answer 1

The filter() function is part of the stats package, which is base R. Keeping to one decimal place:

round(filter(tbl$Field1, 0.1, method="recursive"), 1)

Which would produce the following results

100.0 160.0 216.0 301.6 330.2 333.0

Answer 2

You can use the Reduce() function as in the following.

cumpersum = function(x, percent = 0.1) {
  Reduce(function(x1, x2) percent * x1 + x2, x, accumulate = TRUE)
}

dat <- data.frame(
  Field1 = c(100, 150, 200, 280, 300, 300),
  Field2 = c(200, 180, 160, 250, 300, 250)
)

dat$Field1cumper <- cumpersum(dat$Field1, .1)
dat

#   Field1 Field2 Field1cumper
# 1    100    200        100.0
# 2    150    180        160.0
# 3    200    160        216.0
# 4    280    250        301.6
# 5    300    300        330.2
# 6    300    250        333.0

Answer 3

If you want to write a solution with just base R and learning programming from the very basics using a for loop and indexes, you could just know that you can write a function whose corpus look like the following:

solution= tbl$Field1
for (i in 1:length(tbl$Field1)) {

  if (i==1) {
    solution[1] = tbl$Field1[1] 
  } else {
    solution[i] = tbl$Field1[i] + pct * solution[i-1]
  }
}

though I would recommend to take a look to more advanced solutions. The lag function already mentioned could be handy.

Answer 4

It's tempting to figure out a solution that doesn't involve explicit looping, but I couldn't think of one. You can decompose the desired result into a sum of numbers multiplied by pct^c(0, 1, 2, ...) but I think that just makes you do a lot of extra calculation. So my solution would be simply:

fn = function(x, pct) {
  n = length(x)
  result = NA*x
  last_result = 0
  for(i in 1:n) {
    result[i] = last_result = x[i] + last_result*pct
  }
  return(result)
}

fn(tbl$Field1, 0.1)

# [1] 100.000 160.000 216.000 301.600 330.160 333.016