[R] How to calculate moving average without using filter()?

David Winsemius
2014-02-17T19:27:00Z

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]]
>
> ______________________________________________
> 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.

David Winsemius
Alameda, CA, USA