CODEWITHSUNDEEP
r
greeny
greeny

Reputation: 445

Exponential Smoothing Function Issue with Grouping Sizes

I have an issue with a function I have that calculates exponential smoothing with a lag of one over groups on a field:

expsmo <- function(x) {res <- stats::filter(x * c(1, rep(0.1, length(x) - 1)), 0.9, method = "recursive")
c(head(x,1), res[-length(res)])}

Here is an example of what it does:

Score   Exp Smooth      Calculation
4       4               head(x,1)
7       4               4
3       4.3             0.1*7+0.9*4
5       4.17            0.1*3+0.9*4.3
7       4.253           0.1*5+0.9*4.17
2       4.5277          0.1*7+0.9*4.253
3       4.27493         0.1*2+0.9*4.5277

The issue is that when I run this over groups I get an issue with groups that are small. Here is a dataset with varying group sizes:

Player <- c('A','B','B','C','C','C','D','D','D','D','E','E','E','E','E','F','F','F','F','F','F','G','G','G','G','G','G','G')
Team <- c('A','B','B','C','C','C','D','D','D','D','E','E','E','E','E','F','F','F','F','F','F','G','G','G','G','G','G','G')
Score <- c(5,2,7,3,9,6,3,7,1,7,3,8,3,4,1,9,4,6,3,8,3,4,1,9,4,6,6,4)

When I run the function over the Score field grouped by Player and Team:

ave(Score, Player, Team, FUN = expsmo)

I just get errors.

Here is my desired output with the expsmo field:

Player  Team    Score   expsmo
A       A       5       5
B       B       2       2
B       B       7       2
C       C       3       3
C       C       9       3
C       C       6       3.6
D       D       3       3
D       D       7       3
D       D       1       3.4
D       D       7       3.16
E       E       3       3
E       E       8       3
E       E       3       3.5
E       E       4       3.45
E       E       1       3.505
F       F       9       9
F       F       4       9
F       F       6       8.5
F       F       3       8.25
F       F       8       7.725
F       F       3       7.7525
G       G       4       4
G       G       1       4
G       G       9       3.7
G       G       4       4.23
G       G       6       4.207
G       G       6       4.3863
G       G       4       4.54767

I'm sure there is a way to modify the function to do this. Please help!!!

Upvotes: 1

Views: 93

Answers (1)

akuiper
akuiper

Reputation: 214957

I think what is happening behind ave() is that the function checks every combination of your group variables and for your case, some combination doesn't have any data for example Player = "A", Team = "C" thus the length of x will be zero and your code breaks at this case, since rep(0.1, -1) is invalid, so add a length checker will solve the problem.

expsmo <- function(x) {
  if(length(x) != 0){
    res <- stats::filter(x * c(1, rep(0.1, (length(x) - 1))), 0.9, method = "recursive")
    return(c(x[1], res[-length(res)]))
  }
}

Upvotes: 1

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