[R] Sliding a Window in R

Gabor Grothendieck ggrothendieck at gmail.com
Sat Mar 3 14:52:30 CET 2012

On Sat, Mar 3, 2012 at 8:31 AM, Alaios <alaios at yahoo.com> wrote:
> Dear all,
> I am having a vector of around 300.000 elements and I Want to slide fast a window from the first element until the last-Windowsize
> what I have so far is the following for statement:
>  for (i in 1:(length(data[,1]) - windowSize)) {
>         out[i] <- mean(data[i:(i + windowSize - 1), ])
>         elements[i]<-length(i:(i + windowSize - 1))
>       }
> but this of course takes ages to run, especially with small window sizes!.
> Is it possible to speed up this in many cores in R? If yes how?
> I would like to thank you in advance for your help

rollmean in the zoo package is quite fast.  There are also a variety
of other rolling routines there, principally rollapply which is very
flexible but, of course, is much slower.

Please provide complete self-contained reproducible code next time as
per last two lines of every message in r-help.

Statistics & Software Consulting
GKX Group, GKX Associates Inc.
tel: 1-877-GKX-GROUP
email: ggrothendieck at gmail.com

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