[R] Sliding a Window in R

[R. Michael Weylandt <michael.weylandt@gmail.com>]

Just move it to C and you'll probably be ok. I believe runmean in library(caTools) provides a very fast implementation. 

Michael

On Mar 3, 2012, at 8:31 AM, Alaios <alaios at yahoo.com> wrote:

> Dear all,
> I am having a vector of around 300.000 elements and I Want to slide fast a window from the first element until the last-Windowsize
> 
> what I have so far is the following for statement:
> 
> �for (i in 1:(length(data[,1]) - windowSize)) {
> ��� ��� out[i] <- mean(data[i:(i + windowSize - 1), ])
> ��� ��� elements[i]<-length(i:(i + windowSize - 1))
> ��� � }
> 
> but this of course takes ages to run, especially with small window sizes!.
> Is it possible to speed up this in many cores in R? If yes how?
> 
> I would like to thank you in advance for your help
> 
> B.R
> Alex
> 
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