calculate FUN at every by-th time point rather than every point.

[athammad]

I am trying to make Runner returning a list of windows as follows:

1 2 3 4 5
5 6 7 8 9
9 10 11 12 13

This is the behaviour of rollapply as in the following example

require(zoo)
TS <- zoo(c(1:20))
rollapply(TS, width = 5, by = 4, FUN = print, align = "left")

I thought I could get the same results using the lag argument in runner

list1<-runner(
  x=c(1:20),
  k = 5,
  lag=4,
  simplify = F
)

list2<-runner(
  x=c(1:20),
  k = 5,
  lag=-4,
  simplify = F
)

What am I missing or is this feature not available?

Thanks

[ncooder]

@athammad You may try this:

library(runner)

x <- 1:20
pos <- seq(5, length(x), by = 4)
out <- runner(
  x = x,
  idx = seq_along(x),
  at = pos,
  f = function(slice) tail(slice, 5),
  simplify = FALSE
)

mat <- do.call(rbind, out)
rownames(mat) <- pos
mat

It produces:

   [,1] [,2] [,3] [,4] [,5]
5     1    2    3    4    5
9     5    6    7    8    9
13    9   10   11   12   13
17   13   14   15   16   17