[R] Accelerating the calculation of the moving average

[William Dunlap]

filter(), in the stats package, can do moving
averages (with any weights).

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com  

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Tonja Krueger
> Sent: Tuesday, March 22, 2011 8:06 AM
> To: r-help at r-project.org
> Subject: [R] Accelerating the calculation of the moving average
> 
> 
> Dear List,
> I have a data frame with approximately 500000 rows that looks 
> like this:
> 
>  Date    time    value
> ...
> 19.07.1956          12:00:00               4.84
> 19.07.1956          13:00:00               4.85
> 19.07.1956          14:00:00               4.89
> 19.07.1956          15:00:00               4.94
> 19.07.1956          16:00:00               4.99
> 19.07.1956          17:00:00               5.01
> 19.07.1956          18:00:00               5.04
> 19.07.1956          19:00:00               5.04
> 19.07.1956          20:00:00               5.04
> 19.07.1956          21:00:00               5.02
> 19.07.1956          22:00:00               5.01
> 19.07.1956          23:00:00               5.00
> 20.07.1956          00:00:00               4.99
> 20.07.1956          01:00:00               4.99
> 20.07.1956          02:00:00               5.00
> 20.07.1956          03:00:00               5.03
> 20.07.1956          04:00:00               5.07
> 20.07.1956          05:00:00               5.10
> 20.07.1956          06:00:00               5.14
> 20.07.1956          07:00:00               5.14
> 20.07.1956          08:00:00               5.11
> 20.07.1956          09:00:00               5.08
> 20.07.1956          10:00:00               5.03
> 20.07.1956          11:00:00               4.98
> 20.07.1956          12:00:00               4.94
> 20.07.1956          13:00:00               4.93
> ...
> 
> I want to calculate
> the moving average of the right column.
> I tried:
> 
> dat$index<-1:length(dat$Zeit)
> qs<- 43800
> erg<-c()
> for (y in min(dat$index):max(dat$index)){
> m<- mean(dat[(dat$index>=y)&(dat$index<=y+qs+1),3])
> erg<-c(erg,m)
> }
> 
> It does works, but it takes ages. Is there a faster way to 
> compute the moving average? 
> 
> Thank you, 
> Tonja Krueger
> 
> 
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