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Calculate rolling standard-deviation statistics for trade ratios observed over a window of years.

Usage

calcTradeStdDevHelper(
  dataIn,
  sdYears,
  groupVars = c("ex", "im", "ItemCodeItem"),
  yearCol = "Year",
  valueCol = ".value"
)

Arguments

dataIn

data.frame or tibble; tidy table with columns specified in `group_vars`, `year_col` and `value_col`.

sdYears

integer; window length (number of years) for the rolling standard deviation (must be >= 1).

groupVars

character; grouping columns. Default: c("ex", "im", "ItemCodeItem").

yearCol

character; name of the year column. Default: "Year".

valueCol

character; name of the numeric value column. Default: ".value".

Value

tibble with one row per group and columns: meansd<years>, maxsd<years>, minsd<years>.

Details

Given a tidy data.frame/tibble with columns for exporter (ex), importer (im), item (ItemCodeItem), year and a numeric value column (default `.value`), this function computes a rolling standard deviation over `years` for each group and returns the mean, max and min of that rolling standard deviation per group.

Author

David M Chen

Examples

if (FALSE) { # \dontrun{
ratiodf <- as.data.frame(collapseNames(ratio), rev = 2)
toolTradeStdDev(ratiodf, years = 5)
} # }