Displaying 20 results from an estimated 700 matches similar to: "Rollapply"
2009 Mar 23
1
performance: zoo's rollapply() vs inline
zoo's rollapply() function appears to be extremely useful for plugging in a
function on-the-fly to run over a window. With inline, there is a lot more
coding and room for error, and the code is less portable because the user
has to have R compiling set up or it won't work.
However, rollapply() seems to be really slow. Several orders of magnitude
slower than inline, in fact. I don't
2008 Jul 31
1
rollapply() to portions of a matrix
Hi everyone,
I have a rollapply statement that applies a function, in steps, over a data
matrix as follows:
#Code start
testm<-rollapply(mat, 100, by=100, min, na.rm=F)
#Code end
This moves down matrix 'mat' and calculates the minimum value over a 100 row
range, every 100 rows (i.e. no overlaps). NAs are not removed.
I want to modify this statement somehow so that the rollapply()
2011 Aug 12
2
rollapply.zoo() with na.rm=TRUE
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
2010 Apr 09
3
"fill in" values between rollapply
Hi,
Sorry ahead of time for not including data with this question.
Using rollapply to calculate mean values for 5 day blocks, I'd use this:
Roll5mean <- rollapply(data, 5, mean, by=5, align = c("left"))
My question is, can someone tell me how to fill in the days between each of
these means with the previously calculated mean? If this doesn't make
sense, I will clarify and
2011 Apr 03
1
zoo:rollapply by multiple grouping factors
# Hi there,
# I am trying to apply a function over a moving-window for a large
number of multivariate time-series that are grouped in a nested set of
factors. I have spent a few days searching for solutions with no luck,
so any suggestions are much appreciated.
# The data I have are for the abundance dynamics of multiple species
observed in multiple fixed plots at multiple sites. (I total I
2012 Oct 26
1
rollapply() by time, not entries (width)
Hi all-
Thank you for reading my post. Please bear in mind that I'm very much a
newbie with R! My question is this:
I'm trying to use rollapply() on an irregular time series so I can't simply
use the width parameter (I don't think). Rather than last 5 entries, I'd
like to rollapply on last 6 months (for example). What would be the proper
course of action for this?
Thanks!
2009 Jun 19
1
function rollapply
Hi,
I faced with problem when start using function - rollapply(returns, 3 ,
mean)
Error in UseMethod("rollapply") :
No suitable Method for "rollaply"
How can I fix the problem? Thank you for help.
--
Best regards,
Andy Fetsun
[[alternative HTML version deleted]]
2013 Jun 27
3
using "rollapply" to calculate a moving sum or running sum?
#using "rollapply" to calculate a moving sum or running sum?
#I am tryign to use rollapply to calcualte a moving sum? #I tried
rollapply and get the error message
#"Error in seq.default(start.at, NROW(data), by = by) :
# wrong sign in 'by' argument"
#example:
mymatrix <- ( matrix(data=1:100, nrow=5, ncol=20) )
mymatrix_cumsum <- ( matrix(data=NA, nrow=5,
2012 Jan 24
1
problems with rollapply {zoo}
Here is a relatively simple script (with comments as to the logic
interspersed):
# Some of these libraries are probably not needed here, but leaving them in
place harms nothing:
library(tseries)
library(xts)
library(quantmod)
library(fGarch)
library(fTrading)
library(ggplot2)
# Set the working directory, where the data file is located, and read the
raw data
2009 Jul 07
1
Error in Rolling window of function - rollapply
Dear Colleagues,
I have faced with the problem that function rollaply with rolling window for
calculation of volatility doesn't give the all results of calculations.
I have run the rolling window for calculation in Excel and obtained that the
number of outputs for Excel is 36 and for R is 18. The total number of
observations is 37. In the attachment you can find pdf of the Excel and
Excel
2015 Dec 14
2
Tablegen definition question
Hi,
That's what the DecoderMethod is for. Similarly ParserMatchClass for the
asm parser and PrintMethod for the asm printer:
def CondCodeOperand : AsmOperandClass { let Name = "CondCode"; }
def pred : PredicateOperand<OtherVT, (ops i32imm, i32imm),
(ops (i32 14), (i32 zero_reg))> {
let PrintMethod = "printPredicateOperand";
2007 Nov 30
1
rollapply on zoo object
Dear R users.
I have zoo object "size_june" containing market-capital values:
> dim(size_june) # market-cap data of 625 firms for 20 years
[1] 20 625
> class(size_june)
[1] "zoo"
> size_june # colnames = "size.firmcode"
size.34020 size.4710 size.11050 size.10660 size.9540 size.8060
size.16160 size.8080 size.9280
1988-06-30 NA
2001 Aug 12
2
rpart 3.1.0 bug?
I just updated rpart to the latest version (3.1.0). There are a number of
changes between this and previous versions, and some of the code I've been
using with earlier versions (e.g. 3.0.2) no longer work.
Here is a simple illustration of a problem I'm having with xpred.rpart.
iris.test.rpart<-rpart(iris$Species~., data=iris[,1:4],
parms=list(prior=c(0.5,0.25, 0.25)))
+ )
>
2015 Dec 14
2
Tablegen definition question
Hello James,
that was also what I've planned to do but just wasn't sure. Thanks for
that.
On Mon, Dec 14, 2015 at 11:52 AM, James Molloy <james at jamesmolloy.co.uk>
wrote:
> Hi,
>
> You can't nest operands like that - it must be a flattened list. So:
>
> def *Xpred* : PredicateOperand<OtherVT, (ops *i32imm, i32imm*, i32imm),
> (ops (i32 14), (i32
2012 Jul 10
1
Help with vectors and rollapply
Hello
I have a vector a =(-2,0,0,0,1,0,0,3,0,0,-4)
I want to replace all zeros into previous non-zero state. So for instance the above vector should be converted into:
a= (-2,-2,-2,-2,1,1,1,3,3,3,-4)
I tried many things and finally concluded that probably(?) rollapply may be the best way?
I tried
f= function(x){
ifelse(x==0,Lag(x),x)
}
And then, rollappy(a,1,f) and that
2015 Dec 14
2
Tablegen definition question
Hi All,
In ARMInstFormats.td predicate is defined this way:
*def pred : PredicateOperand<OtherVT, (ops i32imm, i32imm),*
*(ops (i32 14), (i32 zero_reg))> {...}*
I use the same definition in my code. But I have another version of
predicate which is exactly the same but it is a condition code plus a
quantifier! (e.g. Xpred = (pred + i32imm)).
I was wondering how we can define a sub sub
2012 Oct 16
2
sliding window analysis with rollapply
Dear List members
I want to do the sliding window analysis of some specific values. Here is my code:
require(zoo)
dat <- read.table("chr1.txt", header = TRUE, sep="\t")
dat2 <- cbind(dat[1,3]) #The first column is also important. It represents the position of the site on the chromosome.
TS <- zoo(c(dat2))
a <- rollapply(TS, width=1000000, by=200000, FUN=mean,
2009 Jun 09
3
rpart - the xval argument in rpart.control and in xpred.rpart
Dear R users,
I'm working with the rpart package and want to evaluate the performance of
user defined split functions.
I have some problems in understanding the meaning of the xval argument in
the two functions rpart.control and xpred.rpart. In the former it is defined
as the number of cross-validations while in the latter it is defined as the
number of cross-validation groups. If I am
2011 Dec 02
2
Moving column averaging
# need zoo to use rollapply()
# your data (I called df)
df <- structure(list(a = 1:2, b = 2:3, c = c(5L, 9L), d = c(9L, 6L),
e = c(1L, 5L), f = c(4, 7)), .Names = c("a", "b", "c", "d",
"e", "f"), class = "data.frame", row.names = c(NA, -2L))
# transpose and make a zoo object
df2 <- zoo(t(df))
#rollapply to get
2010 Jul 13
2
Zoo - bug ???
Hi folks,
I am confused whether the following is a bug or it is fine
Here is the explanation
a <- zoo(c(NA,1:9),1:10)
Now If I do
rollapply(a,FUN=mean,width=3,align="right")
I get
> rollapply(a,FUN=mean,width=3,align="right")
3 4 5 6 7 8 9 10
NA NA NA NA NA NA NA NA
But I shouldn't be getting NA right ? i.e for index 10 I should get
(1/3)*(9+8+7)