I am trying to do a paired t.test on my data for pre-post analysis and uses gtsummary package to create the table. As I have missing data I filter the dataframe by complete.cases(.) but as it filter for all the columns I am loosing much data. Instead of that I want filter complete.cases() only for the particular variable it test for each time. Eg: if it is doing the test for variable1 it should check the complete.cases() for only variable1. Can someone please help me how to accomplish it? Following is the code I am using now.
trial_paired <-
df %>% filter(OSAclass == 'OSA') %>% select(c('time1', 'CPAP','Cholesterol', 'Triglyceride','HDL_chol','LDL_chol'))%>%
group_by(time1) %>%
mutate(id = row_number()) %>%
ungroup()
t2 <-
trial_paired %>%
# delete missing values
filter(complete.cases(.)) %>%
# keep IDs with both measurements
group_by(id) %>%
filter(n() == 2) %>%
ungroup() %>%
# summarize data
tbl_summary(by = time1 , include = -id, type = all_continuous() ~ "continuous2", statistic = all_continuous() ~ c("{median} ({p25}, {p75})", "{min}, {max}", "{mean} ({sd})")) %>%
add_p(test = list(all_continuous() ~ "paired.t.test",
all_categorical() ~ "mcnemar.test"),
group = id)
structure(list(time1 = c("first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second", "first", "second", "first",
"second", "first", "second", "first", "second", "first", "second",
"first", "second", "first", "second"), CPAP = c(1, 1, 1, 1, 0,
0, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0,
1, 0, 1, 1, 1, 1, 0, NA, 0, 0, 0, 0, 0, 0, 0, 0, 0, NA, 0, 0,
0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0,
0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 1, 1, 1,
1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 0, 0,
0, 0, 1, 1, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0,
0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 1, 1, 0, 0, 0, 0, 1, 0, 0, 0,
0, 0, 0, 0), Cholesterol = c(4.83, 4.83, 4.81, 4.81, 4.48, 4.48,
4.25, 4.25, 4.93, 4.93, 5.57, 5.57, 5.52, 5.52, 5.47, 5.47, 4.61,
4.61, 5.4, 5.4, 5.31, 5.31, 4.89, 4.89, 6.62, 6.62, 5.15, 5.15,
4.7, 4.7, 4.62, 4.62, 4.66, 4.66, 5.17, 5.17, 4.78, 4.78, 8.82,
8.82, 4.28, 4.28, 4.9, 4.9, 2.9, 2.9, 5.92, 5.92, 5.39, 5.39,
4.92, 4.92, 3.75, 3.75, 3.87, 3.87, 6.1, 6.1, 6.05, 6.05, 5.18,
5.18, 4.57, 4.57, 5.42, 5.42, 6.08, 6.08, 5.48, 5.48, 4.78, 4.78,
3.89, 3.89, 4.62, 4.62, 4.6, 4.6, 6.02, 6.02, 3.67, 3.67, 6.06,
6.06, 6.12, 6.12, 4.84, 4.84, 5.86, 5.86, 5.9, 5.9, 6.27, 6.27,
3.87, 3.87, 7.4, 7.4, 5.55, 5.55, 4.45, 4.45, 5.26, 5.26, 4.62,
4.62, 7.17, 7.17, 5.35, 5.35, 5.99, 5.99, 5.94, 5.94, 4.38, 4.38,
5.2, 5.2, 4.68, 4.68, 3.29, 3.29, 4.85, 4.85, 4.83, 4.83, 5.21,
5.21, 6.61, 6.61, 6.33, 6.33, 5.59, 5.59, 7.14, 7.14, 4.8, 4.8,
4.22, 4.22, 5.45, 5.45, 4.87, 4.87, 5.89, 5.89, 5.1, 5.1, 4.18,
4.18, 5.58, 5.58, 6.41, 6.41, 4.26, 4.26, 4.88, 4.88, 4.3, 4.3,
6.51, 6.51, 5.19, 5.19, 6, 6, 4.39, 4.39, 6, 6, 4.73, 4.73, 6.23,
6.23, 4.51, 4.51), Triglyceride = c(4.62, 4.62, 1.16, 1.16, 2.29,
2.29, 2.41, 2.41, 2.88, 2.88, 2.89, 2.89, 5.22, 5.22, 2.3, 2.3,
0.95, 0.95, 2.21, 2.21, 2.54, 2.54, 1.98, 1.98, 3.4, 3.4, 1.77,
1.77, 1.95, 1.95, 3.53, 3.53, 1.17, 1.17, 1.04, 1.04, 2.53, 2.53,
2.69, 2.69, 0.71, 0.71, 1.32, 1.32, 0.82, 0.82, 2.75, 2.75, 1.76,
1.76, 3.59, 3.59, 2.38, 2.38, 1.87, 1.87, 2.06, 2.06, 15.53,
15.53, 1.66, 1.66, 1.57, 1.57, 1.23, 1.23, 1.99, 1.99, 1.98,
1.98, 2, 2, 1.52, 1.52, 0.92, 0.92, 1.49, 1.49, 3.4, 3.4, 1.39,
1.39, 1.06, 1.06, 3.37, 3.37, 0.9, 0.9, 1.49, 1.49, 1.8, 1.8,
1.45, 1.45, 1.44, 1.44, 3.9, 3.9, 0.95, 0.95, 0.89, 0.89, 0.74,
0.74, 2.42, 2.42, 3.99, 3.99, 1.32, 1.32, 2.27, 2.27, 2.09, 2.09,
1.53, 1.53, 2.02, 2.02, 2.38, 2.38, 1.06, 1.06, 1.71, 1.71, 1.16,
1.16, 1.41, 1.41, 2.9, 2.9, 1.17, 1.17, 1.41, 1.41, 2.84, 2.84,
2.94, 2.94, 0.67, 0.67, 1.83, 1.83, 2.33, 2.33, 2.82, 2.82, 1.47,
1.47, 0.82, 0.82, 2.96, 2.96, 2.84, 2.84, 2.04, 2.04, 3.14, 3.14,
1.44, 1.44, 2.14, 2.14, 0.85, 0.85, 2.39, 2.39, 1.1, 1.1, 1.52,
1.52, 1.41, 1.41, 2.64, 2.64, 1.06, 1.06), HDL_chol = c(0.81,
0.81, 0.86, 0.86, 1.3, 1.3, 0.99, 0.99, 1.06, 1.06, 1.31, 1.31,
1.01, 1.01, 1.02, 1.02, 1.38, 1.38, 1.31, 1.31, 1.63, 1.63, 1.63,
1.63, 1.27, 1.27, 1.28, 1.28, 0.99, 0.99, 0.94, 0.94, 1.14, 1.14,
2.14, 2.14, 1.74, 1.74, 1.19, 1.19, 1.03, 1.03, 1.19, 1.19, 1.75,
1.75, 0.93, 0.93, 1.85, 1.85, 0.88, 0.88, 1.02, 1.02, 1.05, 1.05,
1.1, 1.1, 0.38, 0.38, 0.95, 0.95, 1.15, 1.15, 1.38, 1.38, 1.34,
1.34, 0.86, 0.86, 1.02, 1.02, 1.19, 1.19, 1.89, 1.89, 1.22, 1.22,
1.37, 1.37, 0.92, 0.92, 1.33, 1.33, 1.44, 1.44, 1.28, 1.28, 1.28,
1.28, 1.18, 1.18, 1.32, 1.32, 1.98, 1.98, 1.23, 1.23, 1.93, 1.93,
0.76, 0.76, 1.72, 1.72, 1.24, 1.24, 1.13, 1.13, 1.88, 1.88, 1.27,
1.27, 1.34, 1.34, 1.28, 1.28, 0.9, 0.9, 1.07, 1.07, 1.25, 1.25,
1.41, 1.41, 1.59, 1.59, 1.35, 1.35, 1.47, 1.47, 1.41, 1.41, 2.37,
2.37, 1.17, 1.17, 1.35, 1.35, 1.02, 1.02, 1.32, 1.32, 0.86, 0.86,
1.62, 1.62, 1.11, 1.11, 1.17, 1.17, 1, 1, 1.28, 1.28, 1.16, 1.16,
0.93, 0.93, 1.13, 1.13, 1.24, 1.24, 1.76, 1.76, 0.89, 0.89, 1.55,
1.55, 1.76, 1.76, 1.34, 1.34, 1.86, 1.86, 1.29, 1.29), LDL_chol = c(2.49,
2.49, 3.58, 3.58, 2.7, 2.7, 2.42, 2.42, 3.25, 3.25, 3.58, 3.58,
3.15, 3.15, 3.78, 3.78, 3.06, 3.06, 3.56, 3.56, 2.97, 2.97, 2.74,
2.74, 4.72, 4.72, 3.34, 3.34, 3.17, 3.17, 2.87, 2.87, 3.09, 3.09,
2.87, 2.87, 2.56, 2.56, 7.19, 7.19, 2.87, 2.87, 3.28, 3.28, 1.2,
1.2, 4.2, 4.2, 3.22, 3.22, 3.1, 3.1, 2.27, 2.27, 2.43, 2.43,
4.49, 4.49, 1.52, 1.52, 3.67, 3.67, 2.97, 2.97, 3.67, 3.67, 4.3,
4.3, 3.96, 3.96, 3.2, 3.2, 2.41, 2.41, 2.64, 2.64, 3.03, 3.03,
3.82, 3.82, 2.28, 2.28, 4, 4, 3.91, 3.91, 3.27, 3.27, 4.07, 4.07,
4.11, 4.11, 4.47, 4.47, 2.39, 2.39, 5.23, 5.23, 3.43, 3.43, 3.13,
3.13, 3.13, 3.13, 2.55, 2.55, 4.99, 4.99, 3.16, 3.16, 4.05, 4.05,
4.15, 4.15, 2.6, 2.6, 3.54, 3.54, 2.74, 2.74, 1.59, 1.59, 2.79,
2.79, 2.77, 2.77, 3.32, 3.32, 4.3, 4.3, 4.56, 4.56, 2.87, 2.87,
5.29, 5.29, 2.7, 2.7, 2.85, 2.85, 3.55, 3.55, 3.26, 3.26, 3.4,
3.4, 3.49, 3.49, 2.59, 2.59, 3.74, 3.74, 4.24, 4.24, 2.73, 2.73,
2.98, 2.98, 2.87, 2.87, 4.89, 4.89, 3.38, 3.38, 4.35, 4.35, 2.51,
2.51, 4.16, 4.16, 2.99, 2.99, 3.92, 3.92, 2.77, 2.77), ANGPTL8 = c(3337.5,
3962.5, 2737.5, 962.5, 1775, 3737.5, 1025, 962.5, 1175, 912.5,
1662.5, 2075, 2862.5, 1950, 2337.5, 1875, 350, 14412.5, 962.5,
787.5, 1650, 2150, 3250, 1150, 1425, 1162.5, 975, 762.5, 5562.5,
2662.5, 1450, 787.5, 387.5, 475, 1037.5, 1125, 1462.5, 1750,
1137.5, 800, 812.5, 1637.5, 750, 4850, 1112.5, 1187.5, 662.5,
462.5, 4125, 1825, 1275, 750, 6275, 1062.5, 737.5, 3650, 1650,
1425, 2925, 1512.5, 1100, 887.5, 662.5, 825, 487.5, 662.5, 400,
600, 1077.77777777778, 1211.11111111111, 555.555555555556, 511.111111111111,
1066.66666666667, 1311.11111111111, 277.777777777778, 1822.22222222222,
1000, 1055.55555555556, 1255.55555555556, 1000, 1555.55555555556,
1266.66666666667, 1233.33333333333, 1422.22222222222, 1655.55555555556,
800, 555.555555555556, 677.777777777778, 411.111111111111, 344.444444444445,
766.666666666667, 800, 333.333333333333, 1011.11111111111, 455.555555555555,
955.555555555556, 833.333333333333, 777.777777777778, 844.444444444444,
866.666666666667, 755.555555555556, 1011.11111111111, 722.222222222222,
888.888888888889, 255.555555555556, 244.444444444445, 1433.33333333333,
1033.33333333333, 488.888888888889, 477.777777777778, 1600, 1022.22222222222,
1077.77777777778, 988.888888888889, 622.222222222222, 2500, 2077.77777777778,
688.888888888889, 788.888888888889, 1155.55555555556, 1288.88888888889,
1633.33333333333, 1744.44444444445, 2011.11111111111, 366.666666666667,
466.666666666667, 522.222222222222, 1222.22222222222, 477.777777777778,
788.888888888889, 994.444444444445, 1383.33333333333, 2183.33333333333,
661.111111111111, 2350, 1772.22222222222, 672.222222222222, 1183.33333333333,
494.444444444445, 883.333333333333, 416.666666666667, 338.888888888889,
2005.55555555555, 594.444444444444, NA, 305.555555555555, 961.111111111111,
1138.88888888889, 616.666666666667, 583.333333333333, 1405.55555555556,
705.555555555555, 1605.55555555556, 1594.44444444445, 1094.44444444444,
1272.22222222222, 3127.77777777778, 961.111111111111, 750, 661.111111111111,
916.666666666667, 572.222222222222, 1150, 1094.44444444444, 683.333333333333,
827.777777777778, 972.222222222222, 238.888888888889, NA, 327.777777777778,
850, 750, 672.222222222222, 827.777777777778, 983.333333333333,
1038.88888888889), BMP_2 = c(23, 26.92, 25.62, 26.27, 25.62,
26.92, 24.97, 26.92, 25.62, 28.2, NA, 26.92, 22.34, 23, 26.92,
24.32, 24.32, 25.62, 24.32, 25.62, 24.32, 23, 25.62, 28.2, 25.62,
24.32, 23, 26.92, 25.62, 28.2, 24.32, 26.92, 18.95, 23, 23, 25.62,
23, 24.32, 24.32, 23, 25.62, 25.62, 21.67, 26.92, 24.32, 25.62,
21.67, 23, 23, 26.92, 28.2, 24.32, 28.2, 28.2, 26.92, 26.92,
25.62, 25.62, 24.32, 24.32, 24.32, 24.32, 25.62, 23, 17.57, 20.32,
30.61, 27.33, 20.94, 26.16, 23.68, 26.16, 26.16, 28.46, 23.68,
26.16, 20.94, 32.65, 26.16, 28.46, 28.46, 30.61, 26.16, 32.65,
23.68, 28.46, 23.68, 28.46, 19.43, 22.35, 26.16, 28.46, 23.68,
28.46, 26.16, 30.61, 26.16, 28.46, 23.68, 23.68, 28.46, 30.61,
30.61, 30.61, 26.16, 28.46, 20.94, 26.16, 23.68, 30.61, 26.16,
28.46, 20.94, 23.68, 31.64, 26.16, 23.68, 30.61, 23.68, 28.46,
26.16, 30.61, 20.94, 26.16, 14.02, 26.16, 20.94, 23.68, 30.61,
34.58, 23.39, 26.67, 19.74, 19.74, 3, 15.48, 15.48, 23.39, 17.71,
15.48, 15.48, 19.74, 3, 10, NA, 23.39, 19.74, 26.67, 19.74, 19.74,
19.74, 23.39, 17.71, 23.39, 23.39, 26.67, 3, 3, 3, 23.39, 19.74,
19.74, 19.74, 29.69, 33.85, 23.39, 10, 10, 15.48, 23.39, 10,
19.74, 15.48, 15.48, 19.74, 19.74), IGFBP_3_1 = c(441353.12,
NA, 393869.87, NA, NA, NA, 579939.36, NA, 456112.02, NA, NA,
610080.87, NA, NA, 533744.22, 628064.64, 523351.47, NA, 517877.29,
NA, 486315.82, NA, NA, 542659.7, 508437.67, 589967.34, 536282.89,
512564.26, 436271.69, 601179.52, 504448.47, 506264.97, 420330.98,
NA, 538394.66, NA, NA, NA, NA, NA, 495111.88, 549340.97, 672083.18,
NA, 591978.44, NA, NA, 571958.24, 507324.12, NA, NA, NA, NA,
NA, NA, NA, NA, NA, NA, NA, 475288.45, NA, 536037.9, 548109.89,
559995.14, NA, 473616.64, 542571.78, 465343.85, 1127900, 714496.84,
NA, 646959.05, 4856100, 443062.73, 542179.38, 579299.18, 1142900,
564875.53, 1037100, 1174200, NA, 548298.03, 874608.37, 902414.03,
1471500, NA, NA, 1668200, NA, 3153500, 1527000, 534397.71, 556715.71,
1016800, 703025.17, NA, NA, 161911.33, 126486.58, 682462.8, NA,
1365000, NA, 977538.37, NA, 3348600, NA, 1022700, 783787.11,
NA, NA, 859094.87, NA, 1056900, 953743.93, 363547.86, 422392.66,
796697.33, 804929.76, 686250.79, 859712.77, 726741.92, 2091000,
568594.78, 644119.63, 1139000, NA, 802047.77, NA, 1256800, 1442100,
1058500, 974033.9, 967920.77, 981304.96, 1107000, 1197400, 1019800,
1346600, 1135800, 1261900, 1203600, 1352600, NA, 1335400, 1100400,
1398300, 924378.25, 1194500, 1384400, 1186500, 1360700, 1222800,
843925.82, 1232900, 1600800, 1489200, 1133700, 1451700, 1182700,
1445100, 1732100, 1528500, 1321900, 1313500, 1101500, 1422500,
1344700, 1460200, 1224900, 1225100, 1167800, 1155800, 1149200,
1278700)), row.names = c(NA, -176L), class = c("tbl_df", "tbl",
"data.frame"))
You can use !is.na(variable) to drop rows with NA values only for specific variable.
library(dplyr)
library(gtsummary)
t2 <-
trial_paired %>%
# delete missing values in variable1
filter(!is.na(variable1)) %>%
# keep IDs with both measurements
group_by(id) %>%
filter(n() == 2) %>%
ungroup() %>%
# summarize data
tbl_summary(by = time1 , include = -id, type = all_continuous() ~ "continuous2", statistic = all_continuous() ~ c("{median} ({p25}, {p75})", "{min}, {max}", "{mean} ({sd})")) %>%
add_p(test = list(all_continuous() ~ "paired.t.test",
all_categorical() ~ "mcnemar.test"),
group = id)
To do this dynamically we can create a function.
summary_data <- function(data, var) {
data %>%
# delete missing values
filter(!is.na(.data[[var]])) %>%
# keep IDs with both measurements
group_by(id) %>%
filter(n() == 2) %>%
ungroup() %>%
# summarize data
tbl_summary(by = time1 , include = -id, type = all_continuous() ~ "continuous2", statistic = all_continuous() ~ c("{median} ({p25}, {p75})", "{min}, {max}", "{mean} ({sd})")) %>%
add_p(test = list(all_continuous() ~ "paired.t.test",
all_categorical() ~ "mcnemar.test"),
group = id)
}
#apply function to single column
summary_data(trial_paired, 'Cholesterol')
summary_data(trial_paired, 'Triglyceride')
#apply function to multiple column
cols <- c('Cholesterol', 'Triglyceride', 'HDL_chol')
#Or drop only the first column
#cols <- names(trial_paired)[-1]
res <- lapply(cols, summary_data, data = trial_paired)
My dataset contains 2 variables y and t [05s]. y was measured every 05 seconds.
I am trying to calculate the average slope within a moving 20-second-window, i.e. after calculating the first 20-second slope value the window moves forward one time unit (05 seconds) and calculates the next 20-second-window, producing successive 20-second slope values at 05-second increments.
I thought that calculating a rolling regression with rollapply (zoo package) would do the trick, but I get the same intercept and slope values for each window over and over again. What can I do?
My data:
dput(DataExample)
structure(list(t = c(0, 0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.35,
0.4, 0.45, 0.5, 0.55, 0.6, 0.65, 0.7, 0.75, 0.8, 0.85, 0.9, 0.95,
1, 1.05, 1.1, 1.15, 1.2, 1.25, 1.3, 1.35, 1.4, 1.45, 1.5, 1.55,
1.6, 1.65, 1.7, 1.75, 1.8, 1.85, 1.9, 1.95, 2, 2.05, 2.1, 2.15,
2.2, 2.25, 2.3, 2.35, 2.4, 2.45, 2.5, 2.55, 2.6, 2.65, 2.7, 2.75,
2.8, 2.85, 2.9, 2.95, 3, 3.05, 3.1, 3.15, 3.2, 3.25, 3.3, 3.35,
3.4, 3.45, 3.5, 3.55, 3.6, 3.65, 3.7, 3.75, 3.8, 3.85, 3.9, 3.95,
4, 4.05, 4.1, 4.15, 4.2, 4.25, 4.3, 4.35, 4.4, 4.45, 4.5, 4.55,
4.6, 4.65, 4.7, 4.75, 4.8, 4.85, 4.9, 4.95, 5, 5.05, 5.1, 5.15,
5.2, 5.25, 5.3, 5.35, 5.4, 5.45, 5.5, 5.55, 5.6, 5.65, 5.7, 5.75,
5.8, 5.85, 5.9, 5.95, 6, 6.05, 6.1, 6.15, 6.2, 6.25, 6.3, 6.35,
6.4, 6.45, 6.5, 6.55, 6.6, 6.65, 6.7, 6.75, 6.8, 6.85, 6.9, 6.95,
7, 7.05, 7.1, 7.15, 7.2, 7.25, 7.3, 7.35, 7.4, 7.45, 7.5, 7.55,
7.6, 7.65, 7.7, 7.75, 7.8, 7.85, 7.9, 7.95, 8, 8.05, 8.1, 8.15,
8.2, 8.25, 8.3, 8.35, 8.4, 8.45, 8.5, 8.55, 8.6, 8.65, 8.7, 8.75,
8.8, 8.85, 8.9, 8.95, 9, 9.05, 9.1, 9.15, 9.2, 9.25, 9.3, 9.35,
9.4, 9.45, 9.5, 9.55, 9.6, 9.65, 9.7, 9.75, 9.8, 9.85, 9.9, 9.95,
10, 10.05, 10.1, 10.15, 10.2, 10.25, 10.3), y = c(3.05, 3.04,
3.02, 3.05, 3.01, 3.02, 3.02, 3.05, 3.02, 3.01, 3.04, 3.04, 3.03,
3.03, 3.03, 3.02, 3.02, 3.03, 3.03, 3.03, 3.04, 3.03, 3.03, 3.03,
3.03, 3.02, 3.02, 3.02, 3.01, 3.03, 3.03, 3.03, 3.03, 3.03, 3.02,
3.01, 3.02, 3.02, 3.01, 3.02, 3.02, 3.02, 3.03, 3.02, 3.02, 3.01,
3.01, 3.02, 3.01, 3.02, 3.02, 3.02, 3.02, 3.01, 3.01, 3.01, 3.01,
3.02, 3, 3.01, 3.02, 3.02, 3.02, 3.01, 3.01, 3.01, 3.01, 3.02,
3, 3.01, 3.01, 3.01, 3.01, 3.01, 3.01, 3, 3, 3.01, 3, 3, 3.01,
3.01, 3.01, 3.01, 3, 3, 3, 3.01, 3, 3, 3.01, 3.01, 3.01, 3.01,
3.01, 3.01, 3, 3.02, 3, 3.01, 3.02, 3.04, 3.05, 3.08, 3.04, 3.06,
3.08, 3.06, 3.08, 3.09, 3.04, 3.05, 3.07, 3.08, 3.06, 3.08, 3.08,
3.07, 3.08, 3.08, 3.05, 3.06, 3.07, 3.07, 3.06, 3.08, 3.08, 3.08,
3.08, 3.08, 3.05, 3.06, 3.08, 3.08, 3.06, 3.09, 3.07, 3.08, 3.08,
3.08, 3.06, 3.07, 3.07, 3.07, 3.06, 3.09, 3.07, 3.07, 3.08, 3.08,
3.06, 3.07, 3.07, 3.07, 3.06, 3.09, 3.07, 3.07, 3.07, 3.08, 3.07,
3.07, 3.07, 3.07, 3.06, 3.08, 3.07, 3.07, 3.06, 3.08, 3.07, 3.07,
3.07, 3.07, 3.06, 3.08, 3.07, 3.07, 3.06, 3.08, 3.06, 3.07, 3.06,
3.07, 3.06, 3.08, 3.07, 3.07, 3.06, 3.07, 3.06, 3.07, 3.06, 3.07,
3.06, 3.07, 3.06, 3.06, 3.06, 3.07, 3.04, 3.04, 3.04, 3.06, 3.06,
3.04, 3.04)), class = c("tbl_df", "tbl", "data.frame"), row.names = c(NA,
-207L), .Names = c("t", "y"))
R-Code:
require(zoo)
library("zoo", lib.loc="~/R/win-library/3.3")
rollapply(zoo(DataExample),
width=5,
FUN = function(Z)
{
z = lm(formula=y~t, data = as.data.frame(DataExample));
return(z$coef)
}, by=1,
by.column=FALSE, align="right")
The comment seems to have been deleted but it was pointed out that the function in rollapply in the code in the question was not using the argument passed to it. After fixing that and making some other minor improvements, this returns the intercept and the slope in columns 1 and 2 respectively.
library(zoo)
Coef <- function(Z) coef(lm(y ~ t, as.data.frame(Z)))
rollapplyr(zoo(DataExample), 5, Coef, by.column = FALSE)
Here a complete code to illustrate what I was meaning with the speed of .lm.fit and lm.
As well as a usage with data.table.
library(zoo)
library(data.table)
library(ggplot2)
theme_set(theme_bw())
library(microbenchmark)
# function for linear regression and find the slope coefficient
rollingSlope.lm <- function(vector) {
a <- coef(lm(vector ~ seq(vector)))[2]
return(a)
}
rollingSlope.lm.fit <- function(vector) {
a <- coef(.lm.fit(cbind(1, seq(vector)), vector))[2]
return(a)
}
# create data example
test <- data.table(x = seq(100), y = dnorm(seq(100), mean=75, sd=30))
ggplot(test, aes(x, y))+ geom_point()
# graphics about the slope calculated
test[, ':=' (Slope.lm.fit = rollapply(y, width=5, FUN=rollingSlope.lm.fit, fill=NA),
Slope.lm = rollapply(y, width=5, FUN=rollingSlope.lm, fill=NA))]
# change the width size
test[, ':=' (Slope.lm.fit.50 = rollapply(y, width=50, FUN=rollingSlope.lm.fit, fill=NA),
Slope.lm.50 = rollapply(y, width=50, FUN=rollingSlope.lm, fill=NA))]
# melt data for plotting
test2 <- melt.data.table(test, measure.vars=c("Slope.lm.fit", "Slope.lm", "Slope.lm.fit.50", "Slope.lm.50"))
ggplot(test2, aes(x, value))+ geom_point(aes(color=variable))
# efficiency of the 2 lm
mb <- microbenchmark(lm.fit = a <- rollapply(test$y, 5, rollingSlope.lm.fit, fill=NA),
lm = b <- rollapply(test$y, 5, rollingSlope.lm, fill=NA))
# check if they equal
all.equal(a, b, check.attributes=FALSE)
# TRUE
# plot results
boxplot(mb, unit="ms", notch=TRUE)
This is how I would go about doing it without the zoo library
## Modified version of your function that does not rely on accessing
## variables that is external to its environment.
slopes<-function(data) {
z = lm(formula=y~t, data=data );
z$coef ## Implicit return of last variable
}
## The number of frames to take the windowed slope of
windowsize<-4
do.call(rbind,lapply(seq(dim(data)[1]-windowsize),
function(x) slopes(data[x:(x+windowsize),])))
It iterates over a list from 1 to length data - windowsize subsetting data into overlapping window sizes of 4. The subsetted data is then passed to your slopes function before being bound into a single array.
I've tried to plot slopes as geom_segment() but I failed. At least I've got the df with different values for slope:
slope <- function(dat){
return(data.frame(t = sprintf("[%f,%f]", min(dat$t), max(dat$t)),
slope = lm(y~t-1, data = dat)$coef,
row.names = NULL)
)
}
mw <- function(dtf, wdth = 0.2, incr = 0.05){
if(!nrow(dtf)){
return(data.frame())
}
return(rbind(slope(dtf[dtf$t <= min(dtf$t) + wdth,]),
mw(dtf[dtf$t >= min(dtf$t) + incr,])
)
)
}
slp <- mw(dtf)
head(slp)
tail(slp)
# t slope
# 1 [0.000000,0.200000] 20.180000
# 2 [0.050000,0.250000] 16.498182
# 3 [0.100000,0.300000] 13.433333
# 4 [0.200000,0.400000] 9.554737
# 5 [0.250000,0.450000] 8.299608
# 6 [0.300000,0.500000] 7.340606
# ...
#175 [9.900000,10.100000] 0.3049778
#176 [10.000000,10.200000] 0.3017733
#177 [10.050000,10.250000] 0.3002829
#178 [10.150000,10.300000] 0.2982748
#179 [10.250000,10.300000] 0.2958620
#180 [10.300000,10.300000] 0.2951456