I want to turn an array like this
[1,2,3,4,5]
into a lagged version
[missing,1,2,3,4] # lag 1
[missing,missing,1,2,3] # lag 2
or a led version
[2,3,4,5,missing] # lead 1
[3,4,5,missing,missing] # lead 2
As Julia is designed for scientific computing, there must be something like this, right?
Add ShiftedArrays. See: https://discourse.julialang.org/t/ann-shiftedarrays-and-support-for-shiftedarrays-in-groupederrors/9162
Quoting from the above:
lag, lead functions, to shift an array and add missing (or a custom default value in the latest not yet released version) where the data is not available, or circshift for shifting circularly in a lazy (non allocating) way:
julia> v = [1.2, 2.3, 3.4]
3-element Array{Float64,1}:
1.2
2.3
3.4
julia> lag(v)
3-element ShiftedArrays.ShiftedArray{Float64,Missings.Missing,1,Array{Float64,1}}:
missing
1.2
2.3
Note the ShiftedArray version of lag keeps the array size the same. You might add a short function to make it behave the way you asked:
biglag(v, n) = lag(vcat(v, v[1:n]), n)