[R] Moving Average

David Winsemius dwinsemius at comcast.net
Thu Feb 26 14:54:51 CET 2009

I saw Gabor's reply but have a clarification to request. You say you  
want to remove low frequency components but then you request smoothing  
functions. The term "smoothing" implies removal of high-frequency  
components of a series.

If smoothing really is your goal then additional R resource would be  
smooth.spline, loess (or lowess), ksmooth, or using smoothing terms in  
regressions. Venables and Ripley have quite a few worked examples of  
such in MASS.

David Winsemius

On 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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