[R] averageif and looping
William Dunlap
wdunlap at tibco.com
Thu Sep 27 00:32:52 CEST 2012
You could use filter(..., filter=rep(1,5)) to get running sums of length 5
to get your answer. The following calls filter once to get the sum of
the negative values in each window and once to get the number of negative
values in each window, then divides to get the means.
f <- function(x, n=5) {
sumNeg <- filter(pmin(x, 0), filter=rep(1,n)) # running sums of negative values
numNeg <- filter( x < 0, filter=rep(1,n)) # running numbers of negative values
as.vector(sumNeg/numNeg) # running means of negative values
}
E.g.,
> s <- c(0, 2, -3, -2, 1, -2)
> cbind(s, meanNeg = f(s, n=5))
s meanNeg
[1,] 0 NA
[2,] 2 NA
[3,] -3 -2.500000
[4,] -2 -2.333333
[5,] 1 NA
[6,] -2 NA
It is quick for long vectors
> ss <- floor(sin(1:1e6)*5) # one million numbers
> system.time(f(ss, 5))
user system elapsed
1.036 0.040 1.079
If you want results at the ends, append (n-1)/2 0's to each end of the series
and remove the NA's that appear at those positions in the output.
The 'as.vector' is there because filter always returns a 'ts' (a class of time series
objects), even if the input is a simple vector.
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 Eko andryanto Prakasa
> Sent: Wednesday, September 26, 2012 8:39 AM
> To: r-help at R-project.org
> Subject: [R] averageif and looping
>
> haiii
>
> i want to know, is there any script in R to measure looping averageif (like in the excel)
> .......
> for example:
> i have a vector
> row value
> 1 0
> 2 2
> 3 -3
> 4 -2
> 5 1
> 6 -2
>
> i want to measure the average of the vector for negative value with window estimation 5
> so first mean is (-3+-2)/2
> second mean is (-3+-2+-2)/3
>
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