similar to: Idioms for a timeseries operation - moving window

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!

Dear all, I am having a vector of around 300.000 elements and I Want to slide fast a window from the first element until the last-Windowsize what I have so far is the following for statement:  for (i in 1:(length(data[,1]) - windowSize)) {         out[i] <- mean(data[i:(i + windowSize - 1), ])         elements[i]<-length(i:(i + windowSize - 1))       } but this of course takes ages to

Hello, I'm new to R and would like to know how to create a vector of "rolling sums". (I have seen the Rmetrics package and the rollMean function and I would like to do the same thing except Sum instead of Mean.) I imagine someone has done this, I just can't find it anywhere. Example: x <- somevector #where x is 'n' entries long #what I would like to do is: x1

Hello Lets say as an example I have a dataframe with the following attributes: rownum(1:405), colnum(1:287), year(2000:2009), daily(rownum x colnum x year) and foragePotential (0:1, by 0.01). The data is actually stored in a netcdf file and I'm trying to provide a conceptual version of the data. Ok. I need to calculate a moving mean and a moving variance for each cell on the following

Hello, I have some ideas for packages that I want to provide on R-CRAN. One package alreads is working, but I have some warnings in when compiling. Also I don't know if the libraries in use are only working on Unix/Linux. So I have some general questions: - If I'm not sure if the code would also work on windows (needing some ceratain libraries or tools), would it be better to

Respected Sir, I am working on something in R. I am getting the following error. Warning messages:1: the standard deviation is zero in: cor(x, y, na.method, method == "kendall") I like to handle this error. I like to know how to do error handling in R. I want to write the WARNING MESSAGES to a text file and exit R. Please help me with a solution. My mailid is

Dear List, I have a data frame with approximately 500000 rows that looks like this: ?Date??? time??? value ? 19.07.1956????????? 12:00:00?????????????? 4.84 19.07.1956????????? 13:00:00?????????????? 4.85 19.07.1956????????? 14:00:00?????????????? 4.89 19.07.1956????????? 15:00:00?????????????? 4.94 19.07.1956????????? 16:00:00?????????????? 4.99 19.07.1956????????? 17:00:00?????????????? 5.01

Hi, I run windows vista ultimate in my laptop and run R 2.5 I am trying to update the packages but it comes up with an error message ""Warning in install.packages(update[instlib == l, "Package"], l, contriburl = contriburl, : 'lib' is not writable Error in install.packages(update[instlib == l, "Package"], l, contriburl = contriburl, :

Hello all, Have some time series data stored in a data.frame, and am plotting it with ggplot2 (which is totally awesome). I have explored the documentation and mailing list archives, and I can't see any way to plot a 'smoother' that is just the K-step moving average. For example, imagine I had a data.frame called 'sleep' with 'date' as the date (from as.Date()) and

Hi everyone, I am trying to write a title for a plot which has a superscript like D^2 and a value of a variable stored in that variable..... i am not sure if i am clear so i will try an example: Suppose i want my title to be like: Family: Gaussian; D^2 = 0.45 where i have the value 0.45 stored in variable d2 (which comes from some previous calculations, and depending which actual variables

Hi, First, let me thank Jaroslaw for making this survey. I find it quite illuminating. Now the questions: * the #1 solution below (based on cumsum) is numerically unstable. Specifically if you do the runmean on a positive vector you can easily get negative numbers due to rounding errors. Does anyone see a modification which is free of this deficiency? * is it possible to optimize the

Dear R-Users, How can I compute simple moving averages from a time series in R? Note that I do not want to estimate a MA model, just compute the MA's given a lenght (as excel does). Thanks ________________________________________ Ricardo Gonçalves Silva, M. Sc. Apoio aos Processos de Modelagem Matemática Econometria & Inadimplência Serasa S.A. (11) - 6847-8889 ricardosilva@serasa.com.br

Dear RUsers, I just upgraded from 2.6.0 to 2.6.2 and tried to reinstall the RWinEdt patch to work with WinEdt so that I can continue function as I always have but I have run into problems that I don't understand how to fix. Any help would be great. Essentially, I downloaded the latest RWinEdt zip folder from the CRAN website and tried calling the library. I tried re-installing it a bunch of

Hi, I'm having trouble getting my new install of OpenOffice 2.31 to find my newly installed Java Runtime Environment version jre1.6.0_04 (downloaded from Sun). I tried installing it via Tools>Options>Java (am using OpenOffice Calc to try to set it up). The options dialog box is finding the Free Software Foundation version 1.4.2, but it won't find the new JRE file. I tried

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")

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

Hi, I'm trying to figure out common approach on calculating MA on a dataset that contains column "time". After digging around, I believe functions rollmean and rollaply should be used. However I don't quite understand the requirements for the underlying data. Should it be zoo object type? Formatted in a special way? As an example, I'm looking to get calculated

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)

Hi all R users, Can anyone please let me know how to do the moving average with R? With regards, Abu _________________________________________________________________ Free games, great prizes - get gaming at Gamesbox.

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