I would like to calculate deviations from (weighted) mean for many variables in a data.table
.
Let's take this example set:
mydt <- data.table(
id = c(1, 2, 2, 3, 3, 3),
x = 1:6,
y = 6:1,
w = rep(1:2, 3)
)
mydt
id x y w
1: 1 1 6 1
2: 2 2 5 2
3: 2 3 4 1
4: 3 4 3 2
5: 3 5 2 1
6: 3 6 1 2
I can calculate the weighted means of x
and y
as follows:
mydt[
,
lapply(
as.list(.SD)[c("x", "y")],
weighted.mean, w = w
),
by = id
]
(I use the relatively complicated as.list(.SD)[...]
construct instead of .SDcols
because of this bug.)
I tried to first create the means for each row, but did not find how to combine :=
with lapply()
.
Just tweak the weighted mean calculation a bit:
mydt[
,
lapply(
.SD[, .(x, y)],
function(var) var - weighted.mean(var, w = w)
),
by = id
]
id x y
1: 1 0.0000 0.0000
2: 2 -0.3333 0.3333
3: 2 0.6667 -0.6667
4: 3 -1.0000 1.0000
5: 3 0.0000 0.0000
6: 3 1.0000 -1.0000
The solution is updated by the suggested notational simplification of @DavidArenburg.
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