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rollingobs
2010 Nov 17
3
Parameterising apply To Compute Rolling Average of Columns in a matrix
I sent a post to find a clever way to compute a Rolling Average of columns
in a matrix and I was given the solution below which I am very pleased
with.
RollingAverage <- function(x, RollingObs) {
cx <- cumsum(x);
N <- length(x);
Temp <- (cx[RollingObs:N] - c(0, cx[1:(N-RollingObs)]))/RollingObs
Output <- array(NA, N)
Output[RollingObs:N] <- Temp;
Output
}
The only drawback is that in order to use apply to iterate over columns one
needs to write a fucntion for any...