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Window functions

Awindow function is a variation on an aggregationfunction. Where an aggregation function, likesum() andmean(), takes n inputs and return a single value, a windowfunction returns n values. The output of a window function depends onall its input values, so window functions don’t include functions thatwork element-wise, like+ orround(). Windowfunctions include variations on aggregate functions, likecumsum() andcummean(), functions for rankingand ordering, likerank(), and functions for takingoffsets, likelead() andlag().

In this vignette, we’ll use a small sample of the Lahman battingdataset, including the players that have won an award.

library(Lahman)batting<- Lahman::Batting%>%as_tibble()%>%select(playerID, yearID, teamID, G, AB:H)%>%arrange(playerID, yearID, teamID)%>%semi_join(Lahman::AwardsPlayers,by ="playerID")players<- batting%>%group_by(playerID)

Window functions are used in conjunction withmutate()andfilter() to solve a wide range of problems. Here’s aselection:

# For each player, find the two years with most hitsfilter(players,min_rank(desc(H))<=2& H>0)# Within each player, rank each year by the number of games playedmutate(players,G_rank =min_rank(G))# For each player, find every year that was better than the previous yearfilter(players, G>lag(G))# For each player, compute avg change in games played per yearmutate(players,G_change = (G-lag(G))/ (yearID-lag(yearID)))# For each player, find all years where they played more games than they did on averagefilter(players, G>mean(G))# For each, player compute a z score based on number of games playedmutate(players,G_z = (G-mean(G))/sd(G))

Before reading this vignette, you should be familiar withmutate() andfilter().

Types of window functions

There are five main families of window functions. Two families areunrelated to aggregation functions:

The other three families are variations on familiar aggregatefunctions:

Each family is described in more detail below, focussing on thegeneral goals and how to use them with dplyr. For more details, refer tothe individual function documentation.

Ranking functions

The ranking functions are variations on a theme, differing in howthey handle ties:

x<-c(1,1,2,2,2)row_number(x)#> [1] 1 2 3 4 5min_rank(x)#> [1] 1 1 3 3 3dense_rank(x)#> [1] 1 1 2 2 2

If you’re familiar with R, you may recognise thatrow_number() andmin_rank() can be computedwith the baserank() function and various values of theties.method argument. These functions are provided to savea little typing, and to make it easier to convert between R and SQL.

Two other ranking functions return numbers between 0 and 1.percent_rank() gives the percentage of the rank;cume_dist() gives the proportion of values less than orequal to the current value.

cume_dist(x)#> [1] 0.4 0.4 1.0 1.0 1.0percent_rank(x)#> [1] 0.0 0.0 0.5 0.5 0.5

These are useful if you want to select (for example) the top 10% ofrecords within each group. For example:

filter(players,cume_dist(desc(G))<0.1)#> # A tibble: 1,090 × 7#> # Groups:   playerID [995]#>   playerID  yearID teamID     G    AB     R     H#>   <chr>      <int> <fct>  <int> <int> <int> <int>#> 1 aaronha01   1963 ML1      161   631   121   201#> 2 aaronha01   1968 ATL      160   606    84   174#> 3 abbotji01   1991 CAL       34     0     0     0#> 4 abernte02   1965 CHN       84    18     1     3#> # ℹ 1,086 more rows

Finally,ntile() divides the data up intonevenly sized buckets. It’s a coarse ranking, and it can be used in withmutate() to divide the data into buckets for furthersummary. For example, we could usentile() to divide theplayers within a team into four ranked groups, and calculate the averagenumber of games within each group.

by_team_player<-group_by(batting, teamID, playerID)by_team<-summarise(by_team_player,G =sum(G))#> `summarise()` has grouped output by 'teamID'. You can override using the#> `.groups` argument.by_team_quartile<-group_by(by_team,quartile =ntile(G,4))summarise(by_team_quartile,mean(G))#> # A tibble: 4 × 2#>   quartile `mean(G)`#>      <int>     <dbl>#> 1        1      22.7#> 2        2      91.8#> 3        3     253.#> 4        4     961.

All ranking functions rank from lowest to highest so that small inputvalues get small ranks. Usedesc() to rank from highest tolowest.

Lead and lag

lead() andlag() produce offset versions ofa input vector that is either ahead of or behind the originalvector.

x<-1:5lead(x)#> [1]  2  3  4  5 NAlag(x)#> [1] NA  1  2  3  4

You can use them to:

lead() andlag() have an optional argumentorder_by. If set, instead of using the row order todetermine which value comes before another, they will use anothervariable. This is important if you have not already sorted the data, oryou want to sort one way and lag another.

Here’s a simple example of what happens if you don’t specifyorder_by when you need it:

df<-data.frame(year =2000:2005,value = (0:5)^2)scrambled<- df[sample(nrow(df)), ]wrong<-mutate(scrambled,prev_value =lag(value))arrange(wrong, year)#>   year value prev_value#> 1 2000     0          4#> 2 2001     1          0#> 3 2002     4          9#> 4 2003     9         16#> 5 2004    16         NA#> 6 2005    25          1right<-mutate(scrambled,prev_value =lag(value,order_by = year))arrange(right, year)#>   year value prev_value#> 1 2000     0         NA#> 2 2001     1          0#> 3 2002     4          1#> 4 2003     9          4#> 5 2004    16          9#> 6 2005    25         16

Cumulative aggregates

Base R provides cumulative sum (cumsum()), cumulativemin (cummin()), and cumulative max (cummax()).(It also providescumprod() but that is rarely useful).Other common accumulating functions arecumany() andcumall(), cumulative versions of|| and&&, andcummean(), a cumulative mean.These are not included in base R, but efficient versions are provided bydplyr.

cumany() andcumall() are useful forselecting all rows up to, or all rows after, a condition is true for thefirst (or last) time. For example, we can usecumany() tofind all records for a player after they played a year with 150games:

filter(players,cumany(G>150))

Like lead and lag, you may want to control the order in which theaccumulation occurs. None of the built in functions have anorder_by argument sodplyr provides a helper:order_by(). You give it the variable you want to order by,and then the call to the window function:

x<-1:10y<-10:1order_by(y,cumsum(x))#>  [1] 55 54 52 49 45 40 34 27 19 10

This function uses a bit of non-standard evaluation, so I wouldn’trecommend using it inside another function; use the simpler but lessconcisewith_order() instead.

Recycled aggregates

R’s vector recycling makes it easy to select values that are higheror lower than a summary. I call this a recycled aggregate because thevalue of the aggregate is recycled to be the same length as the originalvector. Recycled aggregates are useful if you want to find all recordsgreater than the mean or less than the median:

filter(players, G>mean(G))filter(players, G<median(G))

While most SQL databases don’t have an equivalent ofmedian() orquantile(), when filtering you canachieve the same effect withntile(). For example,x > median(x) is equivalent tontile(x, 2) == 2;x > quantile(x, 75) isequivalent tontile(x, 100) > 75 orntile(x, 4) > 3.

filter(players,ntile(G,2)==2)

You can also use this idea to select the records with the highest(x == max(x)) or lowest value (x == min(x))for a field, but the ranking functions give you more control over ties,and allow you to select any number of records.

Recycled aggregates are also useful in conjunction withmutate(). For example, with the batting data, we couldcompute the “career year”, the number of years a player has played sincethey entered the league:

mutate(players,career_year = yearID-min(yearID)+1)#> # A tibble: 20,874 × 8#> # Groups:   playerID [1,436]#>   playerID  yearID teamID     G    AB     R     H career_year#>   <chr>      <int> <fct>  <int> <int> <int> <int>       <dbl>#> 1 aaronha01   1954 ML1      122   468    58   131           1#> 2 aaronha01   1955 ML1      153   602   105   189           2#> 3 aaronha01   1956 ML1      153   609   106   200           3#> 4 aaronha01   1957 ML1      151   615   118   198           4#> # ℹ 20,870 more rows

Or, as in the introductory example, we could compute a z-score:

mutate(players,G_z = (G-mean(G))/sd(G))#> # A tibble: 20,874 × 8#> # Groups:   playerID [1,436]#>   playerID  yearID teamID     G    AB     R     H    G_z#>   <chr>      <int> <fct>  <int> <int> <int> <int>  <dbl>#> 1 aaronha01   1954 ML1      122   468    58   131 -1.16#> 2 aaronha01   1955 ML1      153   602   105   189  0.519#> 3 aaronha01   1956 ML1      153   609   106   200  0.519#> 4 aaronha01   1957 ML1      151   615   118   198  0.411#> # ℹ 20,870 more rows

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