This is a little package that performs lags and leads with respect to a time vector. Gaps in the time vector are respected. This is a particularly common operation when dealing with unbalanced panel data with irregular missing periods.
The time vector has to be strictly increasing - this requirement allows the operation to be very efficient. For safety, every time it’ll check whether the time vector is sorted by default, but users can turn it off for performance-critical codes.
It is a very simple package but does the work. Comments and feedbacks are more than welcome!