R help - Mar 2005 - apply a function to a rolling subset of a vector

Try this:
> ?convolve
> x<-rnorm(1000)
> y<-rep(1,20)
> z<-convolve(x,y,type="filter")
> plot(x,type="l")
> str(z)
 num [1:981] 6.31 7.28 8.16 7.39 4.65 ...
> lines(c(rep(0,10),z,rep(0,10)),col="yellow",lwd=3)
> lines(c(rep(0,10),z,rep(0,10))/length(y),col="red",lwd=3)
#running mean
You wrote:
Does anyone know an easy way to calculate the rolling 20 period average
or sum of a vector?

For instance:
x <- rnorm(1000)

y <- apply.subset(x,20,fun="sum")

The first element of y would contain the sum of elements 1 to 20, the
second element of y 
would contain the sum of elements 2:21, and so on.

I thought I had seen this on the list a year or so ago, but I couldn't
find anything in the archives.


Thanks in advance,
Whit

        [[alternative HTML version deleted]]

____________________
Ken Knoblauch
Inserm U 371
Cerveau et Vision
18 avenue du Doyen Lepine
69675 Bron cedex
France
tel: +33 (0)4 72 91 34 77
fax: +33 (0)4 72 91 34 61
portable: 06 84 10 64 10

Does anyone know an easy way to calculate the rolling 20 period average
or sum of a vector?

For instance:
x <- rnorm(1000)

y <- apply.subset(x,20,fun="sum")

The first element of y would contain the sum of elements 1 to 20, the
second element of y 
would contain the sum of elements 2:21, and so on.

I thought I had seen this on the list a year or so ago, but I couldn't
find anything in the archives.


Thanks in advance,
Whit

	[[alternative HTML version deleted]]

Thanks, everyone, for all the suggestions.

The rollFun turs out to be just what I needed.

Cheers,
Whit
 

-----Original Message-----
From: Kjetil Brinchmann Halvorsen [mailto:kjetil at acelerate.com] 
Sent: Wednesday, March 02, 2005 5:45 PM
To: Whit Armstrong
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] apply a function to a rolling subset of a vector

Whit Armstrong wrote:
>Does anyone know an easy way to calculate the rolling 20 period average
>or sum of a vector?
>
>For instance:
>x <- rnorm(1000)
>
>y <- apply.subset(x,20,fun="sum")
>  
>
help.search("rolling")

gives me (among others)

RollingAnalysis(fSeries)
                        Rolling Analysis

so trying

library(fSeries)
x <- rnorm(1000)
y <- rollFun(x, 20, mean)

Kjetil
>The first element of y would contain the sum of elements 1 to 20, the 
>second element of y would contain the sum of elements 2:21, and so on.
>
>I thought I had seen this on the list a year or so ago, but I couldn't 
>find anything in the archives.
>
>
>Thanks in advance,
>Whit
>
>	[[alternative HTML version deleted]]
>
>______________________________________________
>R-help at stat.math.ethz.ch mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide! 
>http://www.R-project.org/posting-guide.html
>
>
>
>  
>

-- 

Kjetil Halvorsen.

Peace is the most effective weapon of mass construction.
               --  Mahdi Elmandjra




--
No virus found in this outgoing message.
Checked by AVG Anti-Virus.