[R] Moving column averaging

B77S bps0002 at auburn.edu
Sat Dec 3 21:39:18 CET 2011


I don't know the answer, but would suppose not.
You could test this for yourself using:
system.time()
example: 
system.time(rnorm(100000,0,1)) 


Chega wrote
> 
> This solved my problem - Thanks a lot for your help! Please allow me one
> more question: Works zoo's rollapply on a plain matrix faster than on a
> zoo object? I am asking since I wanted to apply the provided averaging
> code to a larger matrix (2500 rows x 200 cols), which is quite time
> consuming...
> 
> Thanks again!
> 
> Chega
> 
> ________________________________
> From: B77S [via R] <ml-node+s789695n4143909h3 at .nabble>
> To: Chega <chegaga@> 
> Sent: Friday, December 2, 2011 6:16 AM
> Subject: Re: Moving column averaging
> 
> 
> Sorry for that, and thanks Gabor, 
> I could have sworn that it wouldn't. 
> 
> 
> 
> Gabor Grothendieck wrote
>>On Thu, Dec 1, 2011 at 7:13 PM, B77S <[hidden email]> wrote: 
>>> # need zoo to use rollapply() 
>>> 
>>> # your data (I called df) 
>>> df <- structure(list(a = 1:2, b = 2:3, c = c(5L, 9L), d = c(9L, 6L), 
>>>    e = c(1L, 5L), f = c(4, 7)), .Names = c("a", "b", "c", "d", 
>>> "e", "f"), class = "data.frame", row.names = c(NA, -2L)) 
>>> 
>>> # transpose and make a zoo object 
>>> df2 <- zoo(t(df)) 
>>> 
>>> #rollapply to get means and transpose back 
>>> means <- t(rollapply(df2, width=2, by=2, FUN=mean)) 
>>> 
>>> # adding the combined column names you requested 
>>> colnames(means) <- apply(matrix(names(df), nrow=2), 2, paste,
>>> collapse=", ") 
>>> 
>>
>>Note that zoo's rollapply also works on plain matrices and vectors. 
>>
>>-- 
>>Statistics & Software Consulting 
>>GKX Group, GKX Associates Inc. 
>>tel: 1-877-GKX-GROUP 
>>email: ggrothendieck at gmail.com 
>>
>>______________________________________________ 
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>>and provide commented, minimal, self-contained, reproducible code. 
> 
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