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I am trying to understand what the align parameter does in rollapply. I have read over the description in the documentation ?rollapply (align):

specifyies whether the index of the result should be left- or right-aligned or centered (default) compared to the rolling window of observations. This argument is only used if width represents widths.

I am not clear what that means and there is no example. A similar question was asked here: alignment and offsets in rollapply but no one explained it.

Hoping someone can explain this in more detail with some examples. I tried experimentation to try to understand it better but I'm not sure how my results are being altered when I try align="right", "left" or "center".

Denis
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2 Answers2

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Right alignment. For the following it computes the result as y[i] = x[i-2] + x[i-1] + x[i]:

x <- 1:10
y <- rollapply(x, 3, sum, align = "right", fill = NA)
y
## [1] NA NA  6  9 12 15 18 21 24 27

The calculations are:

rollapply(x, 3, function(x) paste(x, collapse = "+"), align = "right", fill = NA)

## [1] NA       NA       "1+2+3"  "2+3+4"  "3+4+5"  "4+5+6"  "5+6+7" 
## [8] "6+7+8"  "7+8+9"  "8+9+10"

An equivalent way of specifying this is in terms of offsets. That is, feed the element 2 positions back, 1 position back and the current position to sum:

rollapply(x, list(c(-2, -1, 0)), sum, fill = NA)  # same as align = "right"

Center alignment. For the following it computes the result as y[i] = x[i-1] + x[i] + x[i+1]:

x <- 1:10
y <- rollapply(x, 3, sum, align = "center", fill = NA)
y
## [1] NA  6  9 12 15 18 21 24 27 NA

The calculations are:

rollapply(x, 3, function(x) paste(x, collapse = "+"), align = "center", fill = NA)
## [1] NA       "1+2+3"  "2+3+4"  "3+4+5"  "4+5+6"  "5+6+7"  "6+7+8" 
## [8] "7+8+9"  "8+9+10" NA

An equivalent way to specify this is via offsets. That is feed the prior, current and next value to sum:

rollapply(x, list(c(-1, 0, 1)), sum, fill = NA) # same as align = "center"

Left alignment. For the following it computes the result as y[i] = x[i] + x[i+1] + x[i+2]:

x <- 1:10
y <- rollapply(x, 3, sum, align = "left", fill = NA)
y
##  [1]  6  9 12 15 18 21 24 27 NA NA

The calculations are:

rollapply(x, 3, function(x) paste(x, collapse = "+"), align = "left", fill = NA)
## [1] "1+2+3"  "2+3+4"  "3+4+5"  "4+5+6"  "5+6+7"  "6+7+8"  "7+8+9" 
## [8] "8+9+10" NA       NA

This can also be specified in terms of offsets. That is use the current, next and position after next to feed to sum:

rollapply(x, list(c(0, 1, 2)), sum, fill = NA) # same as align = "left"

Note

Note that the right and center alignment can be written more compactly as:

y <- rollapplyr(x, 3, sum, fill = NA) # note r on the end to denote right
y <- rollapply(x, 3, sum, fill = NA) # no align specified so center
G. Grothendieck
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  • How does `align` influence the index that is returned from `rollapply`? Just through trial and error if I have dates as my index, `align="left"` seems to return each result with the earliest date as the index, `align="right" seems to return the result with the latest date as the index. Is that correct? – Denis Mar 14 '19 at 17:28
  • y[i] in the answer would have the same index as x[i]. – G. Grothendieck Mar 15 '19 at 11:46
1

Here is an example:

library(zoo)
rollapply(1:10, c(1, 2, 3), sum, align = "right")
#1
#2+1
#3+2+1
#4
#5+4
#6+5+4
#7
#8+7
#9+8+7
#10

rollapply(1:10, c(1, 2, 3), sum, align = "center")
#1
#2+3
#2+3+4
#4
#5+6
#5+6+7
#7
#8+9
#8+9+10
#10

rollapply(1:10, c(1, 2, 3), sum, align = "left")
#1
#2+3
#3+4+5
#4
#5+6
#6+7+8
#7
#8+9
#omitted because there are not enough values, see partial
#10

Or simpler with a single number width:

rollapply(1:10, 3, sum, align = "right", partial = TRUE)
#[1]  1  3  6  9 12 15 18 21 24 27
rollapply(1:10, 3, sum, align = "center", partial = TRUE)
#[1]  3  6  9 12 15 18 21 24 27 19
rollapply(1:10, 3, sum, align = "left", partial = TRUE)
#[1]  6  9 12 15 18 21 24 27 19 10
Roland
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