[R] using "rollapply" to calculate a moving sum or running sum?

[Anika Masters]

This is not critical, but I am curious to learn. Are there any
suggestions for speeding up the process to calculate a moving row sum?
(Ideally from within R, as opposed to suing C, etc.)
Using rollapply on a matrix of 45,000 rows and 400 columns takes 83 minutes.

date()
mymatrix <- matrix(data=1:45000, nrow=45000, ncol=400)
temp <- t(rollapply(t(mymatrix), width=12, FUN=sum, by.column=T,
fill=NA, partial=FALSE, align="left"))
date()

On Thu, Jun 27, 2013 at 2:41 PM, arun <smartpink111 at yahoo.com> wrote:
> Hi,
> Try:
> library(zoo)
>
> rollapply(t(mymatrix),width=12,FUN=sum,by.column=T,fill=NA,partial=FALSE,align="left")
>  #     [,1] [,2] [,3] [,4] [,5]
>  #[1,]  342  354  366  378  390
>  #[2,]  402  414  426  438  450
>  #[3,]  462  474  486  498  510
>  #[4,]  522  534  546  558  570
>  #[5,]  582  594  606  618  630
>  #[6,]  642  654  666  678  690
>  #[7,]  702  714  726  738  750
>  #[8,]  762  774  786  798  810
>  #[9,]  822  834  846  858  870
> #[10,]   NA   NA   NA   NA   NA
> #[11,]   NA   NA   NA   NA   NA
> #[12,]   NA   NA   NA   NA   NA
> #[13,]   NA   NA   NA   NA   NA
> #[14,]   NA   NA   NA   NA   NA
> #[15,]   NA   NA   NA   NA   NA
> #[16,]   NA   NA   NA   NA   NA
> #[17,]   NA   NA   NA   NA   NA
> #[18,]   NA   NA   NA   NA   NA
> #[19,]   NA   NA   NA   NA   NA
> #[20,]   NA   NA   NA   NA   NA
> A.K.
>
>
>
> ----- Original Message -----
> From: Anika Masters <anika.masters at gmail.com>
> To: R help <r-help at r-project.org>
> Cc:
> Sent: Thursday, June 27, 2013 3:00 PM
> Subject: [R] using "rollapply" to calculate a moving sum or running sum?
>
> #using "rollapply" to calculate a moving sum or running sum?
>
> #I am tryign to use rollapply to calcualte a moving sum? #I tried
> rollapply and get the error message
> #"Error in seq.default(start.at, NROW(data), by = by) :
> #  wrong sign in 'by' argument"
>
> #example:
>
> mymatrix <- ( matrix(data=1:100, nrow=5, ncol=20) )
> mymatrix_cumsum  <- ( matrix(data=NA, nrow=5, ncol=20) )
> w=12
> for(i in 1: (ncol(mymatrix)-w+1) ) {
> mymatrix_cumsum[ , i]  <- apply(X=mymatrix[, i:(i+w-1)] , MARGIN=1,
> FUN=sum, na.rm=T)
> }
>
> #How might I use the "rollapply" function instead?
>
> rollapply(mymatrix, 12, sum)
>
> rollapply(data = mymatrix, width = 12, FUN=sum, by.column =T, fill =
> NA, partial = FALSE, align = "left" )
>
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