passing column names to data.table programmatically

Question

I would like to be able to write a function that runs regressions in a `data.table` by groups and then nicely organizes the results. Here is a sample of what I would like to do: ``` require(data.table) dtb = data.table(y=1:10, x=10:1, z=sample(1:10), weights=1:10, thedate=1:2) models = c("y ~ x", "y ~ z") res = lapply(models, function(f) {dtb[,as.list(coef(lm(f, weights=weights, data=.SD))),by=thedate]}) #do more stuff with res ``` I would like to wrap all this into a function since the `#doe more stuff` might be long. The issue I face is how to pass the various names of things to `data.table`? For example, how do I pass the column name `weights`? how do I pass `thedate`? I envision a prototype that looks like this: ``` myfun = function(dtb, models, weights, dates) ``` Let me be clear: passing the formulas to my function is NOT the problem. If the `weights` I wanted to use and the column name describing the date, `thedate` were known then my function could simply look like this: ``` m…

Accepted Answer

Here is a solution that relies on having the data in long format (which makes more sense to me, in this cas

```
library(reshape2)
dtlong <- data.table(melt(dtb, measure.var = c('x','z')))

foo <- function(f, d, by, w ){
  # get the name of the w argument (weights)
  w.char <- deparse(substitute(w))
  # convert `list(a,b)` to `c('a','b')`
  # obviously, this would have to change depending on how `by` was defined
  by <- unlist(lapply(as.list(as.list(match.call())[['by']])[-1], as.character))
  # create the call substituting the names as required
  .c <- substitute(as.list(coef(lm(f, data = .SD, weights = w), list(w = as.name(w.char)))))
  # actually perform the calculations
  d[,eval(.c), by = by]
}

foo(f= y~value, d= dtlong, by = list(variable, thedate), w = weights)

variable thedate (Intercept)       value
1:        x       1   11.000000 -1.00000000
2:        x       2   11.000000 -1.00000000
3:        z       1    1.009595  0.89019190
4:        z       2    7.538462 -0.03846154
```

passing column names to data.table programmatically

Solution

Problem