search for: rollmax

Dear R users,I have a long program that I am trying to run--I am using RStudio as my interface with R. The pieces of the program run well individually but when I try to run everything in sequence it bogs down because of a warning after using rollmax from package zoo. Here is the warning: "In rollmax.zoo(zoo(Pmat), 7, na.pad = FALSE, align = "right") : na.pad is deprecated. Use fill." The code that generates this warning islibrary(zoo)Pmax <- as.data.frame(rollmax(zoo(Pmat), 7, na.pad = FALSE, align = "right"...

Dear all, I'm not getting what I'm doing wrong. The line below from my read.fsa.bin function throws an error when just loading my AFLP package and disappears when I load the zoo package as well. #the line that throws the error Index <- which(Peak == rollmax(Peak, k = 1 + 2 * floor((min(diff(SizeStandard)) * Fs - 1) / 2), fill = -Inf)) #the error Error in UseMethod("rollmax") : no applicable method for 'rollmax' applied to an object of class "c('double', 'numeric')" DESCRIPTION of the AFLP package contains...

Hello everyone! I have a data frame of 136 variables with 270 observations. I would like to create a new data frame such that each element of that data frame contains the maximum value of the 6 prior lags of the initial data frame. So for example, if my original data frame, A, were A1=c(7.72, 7.94, 7.56, 7.54, 0.93, 0.59, 7.21, 8.00, 7.19, 7.57)A2=c(4.27, 3.70, 3.80, 3.67, 3.83, 3.95, 4.02, 2.06,

library(zoo) library(chron) t1 <- chron("1/1/2006", "00:00:00") t2 <- chron("1/31/2006", "23:45:00") deltat <- times("00:15:00") tt <- seq(t1, t2, by = times("00:15:00")) d <- sample(33:700, 2976, replace=TRUE) sin.zoo <- zoo(d,tt) #there are ninety six reading in a day d.max <- rollapply(sin.zoo, width=96, FUN=max)

...t; that contains the numeric columns as "zoo" series and the "zoo" objects created from factors converted back to "factor". o [.zoo allows now indexing using observations from the index scale (and not only observation numbers). o rapply, rollmean, rollmax, rollmedian to perform rolling analyses o extended functionality to plot.zoo type argument o when plot.zoo used with one series list(...) can be omitted from various plotting parameter arguments o print.zoo documentation fix for R 2.1.0 o yearmon and yearqtr datetime classes o h...

Hi Guys, Need your wisdom on this. Say I have a time series (in zoo format) like this > x <- zoo(11:21) > x 1 2 3 4 5 6 7 8 9 10 11 11 12 13 14 15 16 17 18 19 20 21 I want to do a "moving window sampling" of it. The result can either be a matrix or a dataframe like this my.super.moving.window(x, length=3, by=1) 11 12 13 12 13 14 13 14 15 14 15 16 .... 18 19 20

...t; that contains the numeric columns as "zoo" series and the "zoo" objects created from factors converted back to "factor". o [.zoo allows now indexing using observations from the index scale (and not only observation numbers). o rapply, rollmean, rollmax, rollmedian to perform rolling analyses o extended functionality to plot.zoo type argument o when plot.zoo used with one series list(...) can be omitted from various plotting parameter arguments o print.zoo documentation fix for R 2.1.0 o yearmon and yearqtr datetime classes o h...

Hi. I'm comparing output from rollapply.zoo, as produced by two versions of R and package zoo. I'm illustrating with an example from a R-help posting 'Zoo - bug ???' dated 2010-07-13. My question is not about the first version, or the questions raised in that posting, because the behaviour is as documented. I'm puzzled as to why na.rm no longer is passed to mean, i.e. why

Hi all, If I use a moving average, it will smooth the choppy time series, but it will lead to lagging... How do I smooth timeseries without the lagging effect? Thanks!

...max(y[i-1], x[i+m]); # max of the window is =y[i-1] a = x[i-m] # point that will be removed from the window } return(y) } 2. apply(embed(x,k), 1, max) 3. SimpleMaxLoop(x, k) - similar to SimpleMeanLoop above 4. mywinfun(x, k, FUN=max) - see above 5. rollFun(x, k, FUN=max) - fSeries package 6. rollMax(x, k) - fSeries package 7. running(x, fun=max, width=k) - gtools package The relative speeds were: <0.01, 3, 3.4, 5.3, 7.5, 7.7, 15.3 Median over moving window can be done as follows: 1. runmed(x, k) - from stats package 2. SimpleMedLoop(x, k) - similar to SimpleMeanLoop above 3. apply(em...

...ax of the window is =y[i-1] a = x[i-m] # point that will be removed from the window } return(y) } 2. apply(embed(x,k), 1, max) 3. SimpleMaxLoop(x, k) - similar to SimpleMeanLoop above 4. mywinfun(x, k, FUN=max) - see above 5. rollFun(x, k, FUN=max) - fSeries package 6. rollMax(x, k) - fSeries package 7. running(x, fun=max, width=k) - gtools package The relative speeds were: <0.01, 3, 3.4, 5.3, 7.5, 7.7, 15.3 Median over moving window can be done as follows: 1. runmed(x, k) - from stats package 2. SimpleMedLoop(x, k) - similar to SimpleMeanLoop above 3. apply(emb...

I'm having trouble returning a rolling n period highest value for a data set. For each day I want to calculate the highest value over the last 3 days. I am using the following packages: zoo, xts, quantmod and TTR. Thanks, Jason GLD.Close 2010-10-01 128.91 2010-10-04 128.46 2010-10-05 130.99 2010-10-06 131.81 2010-10-07 130.37 2010-10-08 131.66 2010-10-11