[R] General "moving" functions
Neil Osborne
r_stuff_online at hotmail.com
Thu May 2 14:26:44 CEST 2002
Thanks,
But not quite what I'm after. What I need is a way to perform a function on
contiguous subsets of a time series.
For example:
if x is a vector (length > 9), then :
day<-5
mean(x[day:(day+4)])
will give me a scalar: the mean of the data points passed to the mean
function.
What I want to do is:
1) return a vector of the moving means
2) be able to use any function I want (as opposed to just mean
I would also like the function to be generic ala "outer" which takes a
function name (pointer?) as one of its arguments.
Any help will be much appreciated.
>From: Prof Brian D Ripley <ripley at stats.ox.ac.uk>
>To: Neil Osborne <r_stuff_online at hotmail.com>
>CC: r-help at stat.math.ethz.ch
>Subject: Re: [R] General "moving" functions
>Date: Thu, 2 May 2002 10:43:38 +0100 (BST)
>
>filter() in package ts.
>
>On Thu, 2 May 2002, Neil Osborne wrote:
>
> > General "moving" function.
> >
> > I'm a relatively new comer to R, and I've only just started writing my
>own R
> > functions. However, I need some help for something which I'm sure is
>quite
> > straight forward.
> >
> > I want to write a function that will allow me to calculate "moving
>results"
> > for a given vector. Ideally, the function will be of the form
> >
> >
> > foo<-function(vector1, funcname, lag)
> > {
> >
> > }
> >
> > for example, if I use arguments :
> >
> > funcname = mean
> > lag = 10
> >
> >
> > Then foo will return a vector of 10 day moving average
> >
> > Many Thanks
>
>--
>Brian D. Ripley, ripley at stats.ox.ac.uk
>Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
>University of Oxford, Tel: +44 1865 272861 (self)
>1 South Parks Road, +44 1865 272860 (secr)
>Oxford OX1 3TG, UK Fax: +44 1865 272595
>
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