[R] embed?

[Gabor Grothendieck]

Its lets you perform rolling summaries using apply:

> apply(embed(1:10, 3), 1, mean)
[1] 2 3 4 5 6 7 8 9

Note that 2 is the mean of 1:3, 3 is the mean of 2:4, ...,
9 is the mean of 8:10.

On Fri, Apr 3, 2009 at 11:04 AM,  <rkevinburton at charter.net> wrote:
> I have a question on the function 'embed'. I ran the example
>
> x <- 1:10
> embed(x, dimension=3)
>
> This gives the output:
>
>     [,1] [,2] [,3]
> [1,]    3    2    1
> [2,]    4    3    2
> [3,]    5    4    3
> [4,]    6    5    4
> [5,]    7    6    5
> [6,]    8    7    6
> [7,]    9    8    7
> [8,]   10    9    8
>
> I don't quite understand the output and why it is useful. First, there are only 8 rows down from 10 and the first element starts with 3. Of course I can think of explanations as to what is occuring but I cannot see how this is useful. I am sure it has application as i see this command used in much of the source but I just cannot see it now.
>
> The documentation states:
>
> Each row of the resulting matrix consists of sequences x[t], x[t-1], ..., x[t-dimension+1], where t is the original index of x. If x is a matrix, i.e., x contains more than one variable, then x[t] consists of the tth observation on each variable.
>
> This explanation doesn't seem to account for the dimension argument.
>
> Thank you for your comments.
>
> Kevin
>
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