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

Rui Barradas ruipbarradas at sapo.pt
Mon Feb 17 20:07:52 CET 2014


Hello,

Many packages have a movind average function. For instance package 
forecast. Or

library(sos)
findFn("moving average")

In your example, what you compute is not exactly a moving average, but 
in can be computed with something like the following.

s <- (seq_along(dat) - 1) %/% 3
sapply(split(dat, s), mean)


Hope this helps,

Rui Barradas


Em 17-02-2014 18:45, C W escreveu:
> 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()?
>
> Thanks,
> Mike
>
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>
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