[R] Moving average in a data table

Roman Naumenko roman at naumenko.ca
Sat Jun 25 21:15:41 CEST 2011


Hi,

I'm trying to figure out common approach on calculating MA on a dataset 
that contains column "time".

After digging around, I believe functions rollmean and rollaply should 
be used.
However I don't quite understand the requirements for the underlying data.
Should it be zoo object type? Formatted in a special way?

As an example, I'm looking to get calculated avg=MA(variable) over 15 
sec period on "time_sec" column:

  date           variable   time_sec         avg
  2011-05-17     132.55     11:29:59.579     132.55
  2011-05-17     132.65     11:29:59.946     132.60
  2011-05-17     132.5      11:29:59.946     132.57
  2011-05-17     132.5      11:29:59.946     132.55
  2011-05-17     132.55     11:29:59.946     132.55
  2011-05-17     132.6      11:29:59.946     132.56
  2011-05-17     132.55     11:29:59.946     132.56
  2011-05-17     132.65     11:29:59.947     132.57
  2011-05-17     132.85     11:30:00.45      132.60
  2011-05-17     132.9      11:30:00.45      132.63
  2011-05-17     133.05     11:30:00.45      132.67
  2011-05-17     132.2      11:30:00.45      132.63
  2011-05-17     132.5      11:30:00.45      132.62
  2011-05-17     132.7      11:30:00.50      132.63
  2011-05-17     132.75     11:30:00.57      132.63
  2011-05-17     132.55     11:30:00.70      132.63
  2011-05-17     132.25     11:30:00.70      132.61
  2011-05-17     132.25     11:30:00.71      132.59
  2011-05-17     132.35     11:30:00.173     132.57
  2011-05-17     132.45     11:30:00.173     132.57


Any help is really appreciated.

Thanks,
--Roman N.



More information about the R-help mailing list