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bitree
2017 Jul 22
1
3-day moving average for block maxima
Dear r-users,
I would like to construct 3-day moving average for block maxima series.
I tried this:
bmthree <- lapply(split(dt, dt$Year), function(x) max(sapply(1:(nrow(x)-2),
function(i) with(x, mean(Amount[i:(i+2)],na.rm=TRUE)))))
bmthree
and got the following output.
$`1971`
[1] 70.81667
$`1972`
[1] 68.94553
$`1973`
[1] 102.7236
$`1974`
[1] 73.6625
$`1975`
[1] 92.98889
$`...