[R] Sliding a Window in R

[Berend Hasselman]

On 03-03-2012, at 14:55, Berend Hasselman wrote:

> 
> On 03-03-2012, at 14:31, Alaios 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?
> 
> Try this
> 
> library(zoo)
> out <- rowSums(rollmean(data,windowSize))/windowSize


Correction:

out <- rowSums(rollmean(data,windowSize))/ <number of columns in data>

Berend