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我正在尝试t.test使用来自两个单独列（sample1 和 sample2）的样本运行 7 天滚动窗口的两个样本 t 检验。从第一天开始，我想为每个测试获取 p 值并将它们添加到我当前的数据中。我尝试rollapply了几种形式，但都没有成功。

# Stackoverflow question
library(data.table)
library(zoo)

# Create some Data
start = as.Date("2014-01-01")
end = as.Date("2014-12-31")

dat <- data.table(date = seq(start, end, by = "1 day"),
                  sample1 = sample(1:20, 365, replace = TRUE),
                  sample2 = sample(1:30, 365, replace = TRUE))

# Use rollapply with FUN = t.test
dat[, pvalue := rollapply(c(sample1, sample2), 7, FUN=t.test, alternative="less", conf.level=0.95, by.column = FALSE, partial = T, fill=NA, align='left')$p.value]

我收到以下错误：

# Error in t.test.default(data[replace(posns, !ix, 0)], ...) : 
# not enough 'x' observations

第二次尝试：

# Use rollaply with more specific FUN
dat[, pvalue := rollapply(dat, width = 7,
                    FUN = function(df) t.test(x=sample1, y=sample2, data = as.data.frame(df), alternative="less", conf.level=0.95)$p.value,
                    by.column = FALSE, partial = T, fill=NA, align='left')]

仅创建一个测试并重复值。

第三次尝试：

# Tried to create vector using rollapply 
r <- rollapply(dat, width = 7,
            FUN = function(df) with(df, t.test(x=sample1, y=sample2)$p.value))

我收到以下错误：

# Error in eval(substitute(expr), data, enclos = parent.frame()) : 
# invalid 'envir' argument of type 'character'
# Called from: eval(substitute(expr), data, enclos = parent.frame())
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