[R] help with script

[Gabor Grothendieck]

Also see package caTools.

On 10/4/06, Gabor Grothendieck <ggrothendieck at gmail.com> wrote:
> 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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> >
>