[R] How to calculate moving average without using filter()?

[David Winsemius]

On Feb 17, 2014, at 10:45 AM, C W wrote:

> Hi list,
> How do I calculate a moving average without using filter().  filter() does
> not seem to give weighted averages.
> 
> I am looking into apply(), tapply,... But nothing "moves".
> 
> For example,
> 
> dat<-c(1:20)
> mean(dat[1:3])
> mean(dat[4:6])
> mean(dat[7:9])
> mean(dat[10:12])
> 
> etc...
> 
> I understand the point of apply is to avoid loops, how should I incorporate
> this idea into using an apply()?
> 

Construct a vector for grouping and use tapply. Modulo division is a common method for achieving this. Sometimes the seq-function can be used if you adjust the length properly.

> tapply(dat, (0:(length(dat)-1))%/%3, mean)
   0    1    2    3    4    5    6 
 2.0  5.0  8.0 11.0 14.0 17.0 19.5 


tapply(dat, round(seq(1, (length(dat)/3),  len=length(dat))), mean)
   1    2    3    4    5    6    7 
 1.5  4.5  8.0 11.0 14.5 18.0 20.0 

The comment about weighting dos not seem to be exemplified in your example.

> Thanks,
> Mike
> 
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> 
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David Winsemius
Alameda, CA, USA