embed?
Its lets you perform rolling summaries using apply:
apply(embed(1:10, 3), 1, mean)
[1] 2 3 4 5 6 7 8 9 Note that 2 is the mean of 1:3, 3 is the mean of 2:4, ..., 9 is the mean of 8:10.
On Fri, Apr 3, 2009 at 11:04 AM, <rkevinburton at charter.net> wrote:
I have a question on the function 'embed'. I ran the example x <- 1:10 embed(x, dimension=3) This gives the output: ? ? [,1] [,2] [,3] [1,] ? ?3 ? ?2 ? ?1 [2,] ? ?4 ? ?3 ? ?2 [3,] ? ?5 ? ?4 ? ?3 [4,] ? ?6 ? ?5 ? ?4 [5,] ? ?7 ? ?6 ? ?5 [6,] ? ?8 ? ?7 ? ?6 [7,] ? ?9 ? ?8 ? ?7 [8,] ? 10 ? ?9 ? ?8 I don't quite understand the output and why it is useful. First, there are only 8 rows down from 10 and the first element starts with 3. Of course I can think of explanations as to what is occuring but I cannot see how this is useful. I am sure it has application as i see this command used in much of the source but I just cannot see it now. The documentation states: Each row of the resulting matrix consists of sequences x[t], x[t-1], ..., x[t-dimension+1], where t is the original index of x. If x is a matrix, i.e., x contains more than one variable, then x[t] consists of the tth observation on each variable. This explanation doesn't seem to account for the dimension argument. Thank you for your comments. Kevin
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