r - How do I take a rolling product using data.table

Question

dt <- data.table(x=c(1, .9, .8, .75, .5, .1))
dt
      x
1: 1.00
2: 0.90
3: 0.80
4: 0.75
5: 0.50
6: 0.10

For each row, how do I get the product of x for that row and the next two rows?

      x Prod.3
1: 1.00 0.7200
2: 0.90 0.5400
3: 0.80 0.3000
4: 0.75 0.0375
5: 0.50     NA
6: 0.10     NA

More generally, for each row, how do I get the product of x for that row and the next n rows?

Answer 1

Here's another possible version using data.table::shift combined with Reduce (as per @Aruns comment)

library(data.table) #v1.9.6+
N <- 3L
dt[, Prod3 := Reduce(`*`, shift(x, 0L:(N - 1L), type = "lead"))]

shift is vectorized, meaning it can create several new columns at once depending on the vector passed to the n argument. Then, Reduce is basically applies * to all the vectors at once element-wise.