[R] help with script

[Gabor Grothendieck]

See:

http://tolstoy.newcastle.edu.au/R/help/04/10/5161.html

On 10/4/06, JOHN VOIKLIS <voiklis at gmail.com> wrote:
> 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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