step_lead_lag — step_lead_lag • hydrorecipes

Lag or lead a column or columns. This requires a sorted and regular time series.

Usage

step_lead_lag(
  .rec,
  terms,
  lag,
  n_shift = 0L,
  n_subset = 1L,
  role = "predictor",
  skip = FALSE,
  keep_original_cols = FALSE,
  ...
)

Arguments

.rec: the R6 recipe object.
terms: the unquoted names of the variables to use or a selector function. terms replaces the `...` of the recipes package but requires variables to be included within `c()`. For example to include variables x and y you would write `c(x,y)` in the hydrorecipes package.
lag: integer vector - number of samples to lag or lead. Negative numbers indicate leading a vector.
n_shift: integer - number of values to shift the starting position when n_subset is not equal to 0. The value of n_shift has to be less than `n_subset`.
n_subset: integer - spacing between adjacent samples in the result.
role: character - the name of the role
skip: logical - should the step be skipped
keep_original_cols: logical - keep the original columns or replace them
...: additional arguments

Value

an updated recipe

Examples

dat <- data.frame(x = rnorm(10), y = rnorm(10))

rec <- recipe(y~x, data = dat) |>
       step_lead_lag(x, lag = 1)

rec <- recipe(y~x, data = dat) |>
       step_lead_lag(x, lag = 1, n_subset = 5)

rec <- recipe(y~x, data = dat) |>
       step_lead_lag(x, lag = 1, n_shift = 2, n_subset = 5)