Generate lags with tidyverse

tidy_lags.R

# A rewrite of https://gist.github.com/seanjtaylor/f0f4815427a076c2544fc6a1a80e1dbd
# using some tidyverse tricks to create lagged variables

library(tidyverse)
library(glmnet)
library(broom)

wide_ <- "https://github.com/johnmyleswhite/room_temperatures/raw/master/temperatures.csv" %>% 
  read_csv() %>% 
  mutate(room = str_replace(room, "Room ", "r"),
         lag  = list(0:30)) %>% 
  unnest(lag) %>% 
  nest(time, temperature) %>% 
  mutate(data = map2(data, lag, ~mutate(.x, temperature = lag(temperature, .y)))) %>% 
  unnest() %>% 
  unite("var", room, lag, sep = "_l") %>% 
  spread(var, temperature) %>% 
  drop_na()

X <- wide_ %>% 
  select(-ends_with("l0"), -time) %>% 
  as.matrix()

y <- wide_ %>% 
  select(ends_with("l0")) %>%
  as.matrix()

m <- cv.glmnet(X, y, alpha = 0, family = "mgaussian")

for_plot <- m %>% 
  coef(s = "lambda.min") %>% 
  map_dfr(tidy, .id = "room") %>% 
  filter(row != "(Intercept)") %>% 
  separate(row, c("to_room", "lag"), sep = '_') %>%
  mutate(room = str_remove(room, "_.*"),
         lag = as.numeric(str_remove(lag, "l")))

ggplot(for_plot, aes(x = lag, ymax = value)) +
  geom_linerange(ymin = 0) +
  geom_hline(yintercept = 0, linetype = 'dashed') +
  facet_grid(room ~ to_room) +
  theme_minimal()