Converting from tsibble • slider

The tsibble package is where the name slide() originated. It contained original implementations of slide() and friends, along with variations like tile() and stretch(), all of which have been superceded by slider. As of tsibble 1.0.0, those functions have been completely removed in favor of using slider. The goal of this vignette is to explain how to transition from tsibble to slider.

slide()

tsibble’s .size and .align arguments are roughly equivalent to using .before and .after in slider. In tsibble, you’d specify the full width of the window with .size, and then you’d specify how to construct that window by .aligning yourself to the left, right, or center. In slider, you always start at the “current” element, and then specify how many elements .before and .after the current element that you want in the window. The width of the window in slider terms could be computed as .after - .before + 1.

x <- 1:3

# The current element, and 1 before it
slider::slide(x, identity, .before = 1, .complete = TRUE)
#> [[1]]
#> NULL
#> 
#> [[2]]
#> [1] 1 2
#> 
#> [[3]]
#> [1] 2 3

# Window size of 2, assume the current element is the right side of the window
tsibble::slide(x, identity, .size = 2, .align = "right")
#> [[1]]
#> [1] NA
#> 
#> [[2]]
#> [1] 1 2
#> 
#> [[3]]
#> [1] 2 3

We also have to set the .complete argument of slider’s slide() to TRUE, as by default slider allows partial windows, but tsibble’s version does not. The equivalent argument to this in tsibble is .partial (note that they are interpreted inversely of each other).

There is no .fill equivalent in slider. slider always uses the vctrs definition of a missing value (a typed NA for most vectors, a NULL for lists). This is why the slider result above has a NULL, while the tsibble result used an NA (the default .fill value in tsibble).

Specifying windows using .before and .after might first feel a bit unnatural to a tsibble or zoo user, but it is generally more flexible. You can generate irregular windows that aren’t possible with tsibble, like:

# The current element, along with 1 before and 3 after (if they exist)
slider::slide(1:6, identity, .before = 1, .after = 3)
#> [[1]]
#> [1] 1 2 3 4
#> 
#> [[2]]
#> [1] 1 2 3 4 5
#> 
#> [[3]]
#> [1] 2 3 4 5 6
#> 
#> [[4]]
#> [1] 3 4 5 6
#> 
#> [[5]]
#> [1] 4 5 6
#> 
#> [[6]]
#> [1] 5 6

As you will see in the next section, expanding windows are easy to create by setting .before or .after to Inf.

This syntax also translates naturally to slide_index(), where the bounds of the window are (by default) computed as .i - .before and .i + .after, which often cannot be expressed by a single window size value.

tile()

Tiling uses non-overlapping windows. For example, this segments x into 4 non-overlapping buckets, where as many buckets as possible have a window size of 3.

x <- 1:10

tsibble::tile(x, identity, .size = 3)
#> [[1]]
#> [1] 1 2 3
#> 
#> [[2]]
#> [1] 4 5 6
#> 
#> [[3]]
#> [1] 7 8 9
#> 
#> [[4]]
#> [1] 10

There is no direct equivalent to this in slider, but you can get close with slide(). tile() seems to left-align the index, so we need the current element plus two .after it. Since this is a non-overlapping window, we want to .step forward by the size of the window, three.

result <- slider::slide(x, identity, .after = 2, .step = 3)
result
#> [[1]]
#> [1] 1 2 3
#> 
#> [[2]]
#> NULL
#> 
#> [[3]]
#> NULL
#> 
#> [[4]]
#> [1] 4 5 6
#> 
#> [[5]]
#> NULL
#> 
#> [[6]]
#> NULL
#> 
#> [[7]]
#> [1] 7 8 9
#> 
#> [[8]]
#> NULL
#> 
#> [[9]]
#> NULL
#> 
#> [[10]]
#> [1] 10

This isn’t exactly the same, as slide() is guaranteed to be size-stable, returning an object with the same size as .x. However, if you purrr::compact() the result to drop the NULL values, then they are equivalent.

purrr::compact(result)
#> [[1]]
#> [1] 1 2 3
#> 
#> [[2]]
#> [1] 4 5 6
#> 
#> [[3]]
#> [1] 7 8 9
#> 
#> [[4]]
#> [1] 10

stretch()

To construct expanding windows with tsibble, you’ve probably used stretch(). This fixes an initial window size, and then expands to add more observations without dropping any.

x <- 1:4

tsibble::stretch(x, identity)
#> [[1]]
#> [1] 1
#> 
#> [[2]]
#> [1] 1 2
#> 
#> [[3]]
#> [1] 1 2 3
#> 
#> [[4]]
#> [1] 1 2 3 4

With slider, you can set .before = Inf to select the current element plus all elements before this one.

slider::slide(x, identity, .before = Inf)
#> [[1]]
#> [1] 1
#> 
#> [[2]]
#> [1] 1 2
#> 
#> [[3]]
#> [1] 1 2 3
#> 
#> [[4]]
#> [1] 1 2 3 4

stretch() allows you to set .init to fix an initial minimum window size:

tsibble::stretch(x, identity, .init = 3)
#> [[1]]
#> [1] NA
#> 
#> [[2]]
#> [1] NA
#> 
#> [[3]]
#> [1] 1 2 3
#> 
#> [[4]]
#> [1] 1 2 3 4

There isn’t a direct equivalent of this in slider, but your function could return NULL if the current window size didn’t hold enough elements:

identity3 <- function(x) {
  if (length(x) < 3) {
    NULL
  } else {
    x
  }
}

slider::slide(x, identity3, .before = Inf)
#> [[1]]
#> NULL
#> 
#> [[2]]
#> NULL
#> 
#> [[3]]
#> [1] 1 2 3
#> 
#> [[4]]
#> [1] 1 2 3 4