[R] help with script
JOHN VOIKLIS
voiklis at gmail.com
Thu Oct 5 04:37:59 CEST 2006
Hello,
I wrote the function, below, in the hope of _quickly_ generating a
sliding-window time series of the mean, sd, median, and mad values
from a matrix of data. The script below is anything but quick; it has
been working away on a 2500 x 2500 matrix with a sliding window of 100
x 100 for five days, with no end in sight. Obviously, I am not the
best of programmers. Can anyone offer suggestions as to how I might
optimize this script.
Thank you,
John
common.ground<-function(inMatrix,window){
cleanMatrix<-as.matrix(inMatrix)
diag(cleanMatrix)<-NA
outMatrix<-matrix(0,dim(inMatrix)[1]-window,4)
colnames(outMatrix)<-c("mean","SD", "median","mad")
for(i in 1:dim(outMatrix)[1]){
for(j in window:dim(cleanMatrix)[2]){
outMatrix[i,1]<-mean(cleanMatrix[c(i:j),c(i:j)],na.rm=TRUE)
outMatrix[i,2]<-sd(c(cleanMatrix[c(i:j),c(i:j)]),na.rm=TRUE)
outMatrix[i,3]<-median(cleanMatrix[c(i:j),c(i:j)],na.rm=TRUE)
outMatrix[i,4]<-mad(cleanMatrix[c(i:j),c(i:j)],na.rm=TRUE)
}
}
return(outMatrix)
}
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