How to calculate moving average without using filter()?
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 [[alternative HTML version deleted]]
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