[R] Moving Average

David Winsemius
Thu, 26 Feb 2009 13:54:51 -0000

I saw Gabor's reply but have a clarification to request. You say you
want to remove low frequency components but then you request smoothing
functions. The term "smoothing" implies removal of high-frequency
components of a series.

If smoothing really is your goal then additional R resource would be
smooth.spline, loess (or lowess), ksmooth, or using smoothing terms in
regressions. Venables and Ripley have quite a few worked examples of
such in MASS.

--
David Winsemius


On Feb 26, 2009, at 7:07 AM, <mauede at alice.it> wrote:

> I am looking for some help at removing low-frequency components from
> a signal, through Moving Average on a sliding window.
> I understand thiis is a smoothing procedure that I never done in my
> life before .. sigh.
>
> I searched R archives and found "rollmean", "MovingAverages
{TTR}",
> "SymmetricMA".
> None of the above mantioned functions seems to accept the smoothing
> polynomial order and the sliding window with as input parameters.
> Maybe I am missing something.
>
> I wonder whether there is some building blocks in R if not even a
> function which does it all (I do not expect that much,though).
> Even some literature references and/or tutorials are very welcome.
>
> Thank you so much,
> Maura
>
>
>
> tutti i telefonini TIM!
>
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.