[R] Computing Rolling Average

[Ray Brownrigg]

On Wed, 17 Nov 2010, Paolo Rossi wrote:
> Hi,
> Can anyone suggest a  clever way to compute a rolling weekly average of the
> columns in a matrix?  The column bit is straightforward – use apply given a
> function which does what you want on a column. With regard to a particular
> column, the obvious way is to run a for loop indexing the last 7 days and
> computing the average . I simply would like to know if there is a  better /
> quicker way.
>
>
>
> Code:
> Given a,
>
> > a= array(1:100, dim = c(17,2))
> > a
>
>       [,1] [,2]
>  [1,]    1   18
>  [2,]    2   19
>  [3,]    3   20
>  [4,]    4   21
>  [5,]    5   22
>  [6,]    6   23
>  [7,]    7   24
>  [8,]    8   25
>  [9,]    9   26
> [10,]   10   27
> [11,]   11   28
> [12,]   12   29
> [13,]   13   30
> [14,]   14   31
> [15,]   15   32
> [16,]   16   33
> [17,]   17   34
> one needs to start computing the average from obs 7 s (at obs 7 you have a
> full week to compute the average) and compute the rolling weekly average
> from day 7 onwards
> Results will look like b
>       [,1] [,2]
>  [1,]    4   14
>  [2,]    5   21
>  [3,]    6   22
>  [4,]    7   23
>  [5,]    8   24
>  [6,]    9   25
>  [7,]   10   26
>  [8,]   11   27
>  [9,]   12   28
> [10,]   13   29
> Thanks in advance,
>
I don't see how an average of 7 numbers all 18 or greater can be 14, as in your
result[1, 2], unless you have mis-stated the question.

Anyway, try:
apply(a, 2, function(x) {cx <- cumsum(x); N <- length(x); (cx[7:N] - c(0, cx[1:(N-7)]))/7}

HTH
Ray Brownrigg

> Paolo