r - t.test for two variables using rollapply in a data.table -

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i'm trying run 2 sample t-test t.test 7 days rollying window samples coming 2 seperate columns (sample1 , sample2). obtain p-values each test , add them current data, starting day 1. have try rollapply in several forms no success.

# stackoverflow question library(data.table) library(zoo)  # create data start = as.date("2014-01-01") end = as.date("2014-12-31")  dat <- data.table(date = seq(start, end, = "1 day"),                   sample1 = sample(1:20, 365, replace = true),                   sample2 = sample(1:30, 365, replace = true))  # use rollapply 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]

i following error:

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

second try:

# use rollaply 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')]

creates 1 test , repeats value.

third try:

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

i following error:

# 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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