General "moving" functions

2 messages · Neil Osborne, Brian Ripley

Thu, May 2, 2002 2:26 AM #

General "moving" function.

I'm a relatively new comer to R, and I've only just started writing my own R 
functions. However, I need some help for something which I'm sure is quite 
straight forward.

I want to write a function that will allow me to calculate "moving results" 
for a given vector. Ideally, the function will be of the form


foo<-function(vector1, funcname, lag)
{

}

for example, if I use arguments :

funcname = mean
lag = 10


Then foo will return a vector of 10 day moving average

Many Thanks

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Brian Ripley

Thu, May 2, 2002 2:43 AM #

filter() in package ts.

On Thu, 2 May 2002, Neil Osborne wrote:

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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