[R] How to calculate moving average without using filter()?
David Winsemius
dwinsemius at comcast.net
Mon Feb 17 20:27:00 CET 2014
On Feb 17, 2014, at 10:45 AM, C W wrote:
> Hi list,
> How do I calculate a moving average without using filter(). filter() does
> not seem to give weighted averages.
>
> I am looking into apply(), tapply,... But nothing "moves".
>
> For example,
>
> dat<-c(1:20)
> mean(dat[1:3])
> mean(dat[4:6])
> mean(dat[7:9])
> mean(dat[10:12])
>
> etc...
>
> I understand the point of apply is to avoid loops, how should I incorporate
> this idea into using an apply()?
>
Construct a vector for grouping and use tapply. Modulo division is a common method for achieving this. Sometimes the seq-function can be used if you adjust the length properly.
> tapply(dat, (0:(length(dat)-1))%/%3, mean)
0 1 2 3 4 5 6
2.0 5.0 8.0 11.0 14.0 17.0 19.5
tapply(dat, round(seq(1, (length(dat)/3), len=length(dat))), mean)
1 2 3 4 5 6 7
1.5 4.5 8.0 11.0 14.5 18.0 20.0
The comment about weighting dos not seem to be exemplified in your example.
> Thanks,
> Mike
>
> [[alternative HTML version deleted]]
>
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David Winsemius
Alameda, CA, USA
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