R - ave rollapply error: k <= n is not TRUE

Question

I am trying to calculate a rolling mean of value grouped by multiple dimensions in R. Something I would do in SQL in the following way:

AVG(value) OVER 
   (PARTITION BY dim1, dim2 ORDER BY date 
       RANGE BETWEEN 5 PRECEDING AND CURRENT ROW)

The following seems to work if I select just a few dimensions:

s <- ave(df$value, 
     list(df$dim1, df$dim2), 
     FUN= function(x) rollapply(x, 5, mean, align='right'))

but gives the following error when I select full set of dimensions:

Error: k <= n is not TRUE 

I get the same error when I run:

rollapply(c(1:2), 3, mean, align='right')

so I guess the issue is that some combinations of dimensions do not have enough values to calculate mean.

How could I overcome it? I am fine with having a NA as a result for those combinations. Any help would be much appreciated..

Answer 1

roll_meanr from the RcppRoll package will do this by default:

library(RcppRoll)
> roll_meanr(c(1:2), 3)
# [1] NA NA