[R] Computing Rolling Average
David Winsemius
dwinsemius at comcast.net
Tue Nov 16 21:12:39 CET 2010
On Nov 16, 2010, at 2:33 PM, Paolo Rossi wrote:
> Hi,
> Can anyone suggest a clever way to compute a rolling weekly average
> of the
> columns in a matrix? The column bit is straightforward – use apply
> given a
> function which does what you want on a column. With regard to a
> particular
> column, the obvious way is to run a for loop indexing the last 7
> days and
> computing the average . I simply would like to know if there is a
> better /
> quicker way.
There is a rollmean function in package zoo. See below.
>
>
>
> Code:
> Given a,
>> a= array(1:100, dim = c(17,2))
>> a
> [,1] [,2]
> [1,] 1 18
> [2,] 2 19
> [3,] 3 20
> [4,] 4 21
> [5,] 5 22
> [6,] 6 23
> [7,] 7 24
> [8,] 8 25
> [9,] 9 26
> [10,] 10 27
> [11,] 11 28
> [12,] 12 29
> [13,] 13 30
> [14,] 14 31
> [15,] 15 32
> [16,] 16 33
> [17,] 17 34
> one needs to start computing the average from obs 7 s (at obs 7 you
> have a
> full week to compute the average) and compute the rolling weekly
> average
> from day 7 onwards
> Results will look like b
> [,1] [,2]
> [1,] 4 14
> [2,] 5 21
I think you got your first ones out of sequence:
> apply(a, 2, rollmean, k=7)
[,1] [,2]
[1,] 4 21
[2,] 5 22
[3,] 6 23
[4,] 7 24
[5,] 8 25
[6,] 9 26
[7,] 10 27
[8,] 11 28
[9,] 12 29
[10,] 13 30
[11,] 14 31
--
David.
> [3,] 6 22
> [4,] 7 23
> [5,] 8 24
> [6,] 9 25
> [7,] 10 26
> [8,] 11 27
> [9,] 12 28
> [10,] 13 29
> Thanks in advance,
>
> Paolo
>
>
>
> On 15 November 2010 20:59, wangwallace <talenttree at gmail.com> wrote:
>
>>
>> Hey,
>>
>> I am hoping someone can help me with a sampling question.
>>
>> I have a data frame of 8 variables (the first column is the
>> subjects' id):
>>
>> SubID CSE1 CSE2 CSE3 CSE4 WSE1 WSE2 WSE3 WSE4
>> 1 6 5 6 2 6 2
>> 2 4
>> 2 6 4 7 2 6 6
>> 2 3
>> 3 5 5 5 5 5 5
>> 4 5
>> 4 5 4 3 4 4 4
>> 5 2
>> 5 5 6 7 5 6 4
>> 4 1
>> 6 5 4 3 6 4 3
>> 7 3
>> 7 3 6 6 3 6 5
>> 2 1
>> 8 3 6 6 3 6 5
>> 4 7
>>
>> the 6 variables are categorized into two groups with CSE1, CSE2,
>> CSE3, and
>> CSE4 in one group and the rest in another group.
>>
>>> sample(data[,2:4],2,replace=FALSE)
>>
>> CSE1 CSE2
>> 1 6 5
>> 2 6 4
>> 3 5 5
>> 4 5 4
>> 5 5 6
>> 6 5 4
>> 7 3 6
>> 8 3 6
>>
>> Now I want to sample 1 column from another group of variables
>> (i.e., WSE1,
>> WSE2, WSE3, WSE4), but I want to restrict a vector I am going to
>> sample
>> from
>> to only those columns that are not correspond to GROUP 1 variables
>> I have
>> sampled. That is, I want to sample a column from WSE3, WSE4 Columns
>> corresponding to CSE1 and CSE2 (i.e., WSE1, WSE2) need to be dropped.
>>
>> How can I do this? what if I want to repeat this whole process
>> (drawing 2
>> random columns from CSE1, CSE2, CSE3, and CSE4 first, AND then
>> another
>> random column from WSE1, WSE2, WSE3, and WSE4) for 1000 times. any
>> ideas?
>>
>> Many thanks in advance!!
>>
>> --
>> View this message in context:
>> http://r.789695.n4.nabble.com/Sampling-problem-tp3043804p3043804.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
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>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html<http://www.r-project.org/posting-guide.html
>> >
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
David Winsemius, MD
West Hartford, CT
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