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2011 Apr 04
1
moving mean and moving variance functions
...verage. ma <- function(x , n) { filter(x, rep(1/n, n), sides = 1) } # note that when the function is used, n is defined for the temporal period (7, 14, and 28), and x is the input variable. ma7 <- ma(dat, 7) # where dat is accessing the foraging potential of the birds. ma14 <- ma(dat, 14) ma28 <- ma(dat, 28) This works fine. What I don't have is the code for a moving variance. filter in the function above is included in the stats package and conducts a linear filtering on a Time Series. Is there comparable code some place in R for a moving variance? Tha...