[R] Moving Average

Gabor Grothendieck ggrothendieck at gmail.com
Thu Feb 26 13:24:18 CET 2009


See rollapply in zoo or filter or embed in the core of R.

On Thu, Feb 26, 2009 at 7:07 AM,  <mauede at alice.it> wrote:
> I am looking for some help at removing low-frequency components from a signal, through Moving Average on a sliding window.
> I understand thiis is a smoothing procedure that I never done in my life before .. sigh.
>
> I searched R archives and found "rollmean", "MovingAverages {TTR}", "SymmetricMA".
> None of the above mantioned functions seems to accept the smoothing polynomial order and the sliding window with as input parameters. Maybe I am missing something.
>
> I wonder whether there is some building blocks in R if not even a function which does it all (I do not expect that much,though).
> Even some literature references and/or tutorials are very welcome.
>
> Thank you so much,
> Maura
>
>
>
> tutti i telefonini TIM!
>
>
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