# [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
>
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>
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