[R] Sliding a Window in R

[Berend Hasselman]

On 03-03-2012, at 14:31, Alaios 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?

Try this

library(zoo)
out <- rowSums(rollmean(data,windowSize))/windowSize

I don't think you need elements  since all entries have the same size.

Berend