[R] How to?

[Jan.Schelling@hydro.com]

Yves,

to calculate e.g. the "running standard deviation" of a vector I use:

sdev.n <-
function(x, k) {
 n <- length(x)
 y <- rep(0, n)
 for (i in (1+k):(n-k))
   y[i] <- var(x[(i-k):(i+k)])
 sqrt(y)
 }

which does indeed get slow on larger vectors and I would be happy if anyone came
up with a smarter solution. I don't think I can use filter() from the ts package
for this purpose, can I?

regards

Jan Schelling


-----
cyg at sympatico.ca on 2000-08-24 14:57 GMT wrote:

>Ok, I used a dumb example and I kind of forgot that m was already a matrix.

>Prof Ripley suggested I use matrix operator in this case which is a lot
>faster.

>In fact what I'd like to know is what is the most efficient R way to do
>thing like a moving average on a vector. Something generic enough that one
>could use practically any function on a constant width window of the vector?

>Thanks

>Yves Gauvreau


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