[R] Sweeping a zoo series

[Gabor Grothendieck]

On Wed, Aug 11, 2010 at 2:38 PM, steven mosher <moshersteven at gmail.com> wrote:
> The colMeans comes closest,
> for a single series the assume you have 100 years of monthly data.
> The mean you want to scale by is the mean for a restricted period in the
> center
> of the series.. say 1950-1960
> for this period you have the average jan (1950-1960) average feb, ect.
> your final series would be
> jan 1900 - average jan(1950-60)
> feb 1990 - average feb
> ....
> jan 2000 - average jan(1950-60)
> Which gives you a scaling that is not relative to the mean of the whole, but
> relative to a base period which is selctable.
> BTW switching to zoo has greatly simplified the code.
>

Try this to demean by column means for the years 2003 to 2007
inclusive even though the series extends beyond that in both
directions:

> z <- zoo(cbind(a = 1:10, b = (1:10)^2), 2001:2010)
> sweep(z, 2, colMeans(window(z, 2003:2007)))
      a   b
2001 -4 -26
2002 -3 -23
2003 -2 -18
2004 -1 -11
2005  0  -2
2006  1   9
2007  2  22
2008  3  37
2009  4  54
2010  5  73