shift() could gain flatten= argument (a la split() ) governing the dimensions of the output list
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- Newbie friendliness
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Research direction
The issue does not name implementation files or tests; start by reviewing the current shift() behavior and the discussion in #2932. Clarify the flatten= and give.names= output shapes, including their interaction with :=, then verify that named and unnamed inputs select the requested variables and lags as described.
Written by the indexing model from the issue text.
Description
Follow-up to #2932.
It can be useful to expect shift(list(...), n) to have length(list(...)) outputs, with out[[ii]][[kk]] being the iith input shifted by n[kk]. (my guess is that's more useful than the transposed output like out[[kk]][[ii]]).
The current output (which would be flatten=TRUE by default) plays better with := (https://github.com/Rdatatable/data.table/issues/2932#issuecomment-396842139), but the proposed flatten=FALSE is better suited to more general programming.
Further, with give.names=TRUE, we should get out[[NAME_ii]][[CHAR_kk]] able to select vars+lags with strings.
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