[R] Cent. Mov. Ave

[Huntsinger, Reid]

The filter function in the ts library handles this and quite a bit more. 

>library(ts)
>help(filter)

>filter(y,rep(1,12),method="convolution",sides=1)[-(1:11)] 

will give your example. (The [-(1:11)] drops initial NAs)

Reid Huntsinger

-----Original Message-----
From: Erin Hodgess [mailto:hodgess at uhddx01.dt.uh.edu]
Sent: Friday, February 22, 2002 2:10 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Cent. Mov. Ave


Dear R People:

Here is an interesting question(I think)
Suppose I want to calculate Centered Moving Averages; i.e.
x[1] <- ( sum(y[1:12]) )/12
x[2] <- ( sum(y[2:13]) )/12

and so on.

Of course, this is easily done through loops.  However, I have
been trying to do this more elegantly, but have failed.  I have
tried things like
j1 <- 1:109
j2 <- 12:120

x[1:109] <- ( sum( y[j1:j2]) )/12

but it doesn't work.  (Surprise!)


R 1.4.0 on windows.


Any ideas would be much appreciated!

Thanks!

Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
1 Main Street 
Houston, TX 77002
mailto: hodgess at uhddx01.dt.uh.edu
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