[R] Moving average

[Remko Duursma]

Or try this: 
(x is a vector, k is window-width for moving average)


moving.average <- 
function(x, k) { 
 n <- length(x) 
 y <- rep(0, n) 
 for (i in (1+k):n) 
   y[i] <- mean(x[(i-k):i]) 
 return(y)
 } 


Remko Duursma 
--

On Fri, 7 Mar 2003 12:08:14   
 Warnes, Gregory R wrote:
>Or look at the 'running' function in the gregmisc package.
>
>-Greg
>
>> -----Original Message-----
>> From: Huntsinger, Reid [mailto:reid_huntsinger at merck.com]
>> Sent: Friday, March 07, 2003 10:13 AM
>> To: 'Wayne Jones'; r-help at stat.math.ethz.ch
>> Subject: RE: [R] Moving average
>> 
>> 
>> Try "filter" in package ts.
>> 
>> Reid Huntsinger
>> 
>> -----Original Message-----
>> From: Wayne Jones [mailto:JonesW at kssg.com] 
>> Sent: Friday, March 07, 2003 9:37 AM
>> To: r-help at stat.math.ethz.ch
>> Subject: [R] Moving average
>> 
>> 
>> Hi, 
>> 
>> Does anyone know if R has the functionality to calculate a 
>> simple moving
>> average. I cant seem 
>> to find it in the help menu. 
>> 
>> thanks, 
>> 
>> Wayne
>> 
>> 
>> Dr Wayne R. Jones
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