Try this:
?convolve x<-rnorm(1000) y<-rep(1,20) z<-convolve(x,y,type="filter") plot(x,type="l") str(z)
num [1:981] 6.31 7.28 8.16 7.39 4.65 ...
lines(c(rep(0,10),z,rep(0,10)),col="yellow",lwd=3) lines(c(rep(0,10),z,rep(0,10))/length(y),col="red",lwd=3) #running mean
You wrote:
Does anyone know an easy way to calculate the rolling 20 period average or sum of a vector? For instance: x <- rnorm(1000) y <- apply.subset(x,20,fun="sum") The first element of y would contain the sum of elements 1 to 20, the second element of y would contain the sum of elements 2:21, and so on. I thought I had seen this on the list a year or so ago, but I couldn't find anything in the archives. Thanks in advance, Whit ____________________ Ken Knoblauch Inserm U 371 Cerveau et Vision 18 avenue du Doyen Lepine 69675 Bron cedex France tel: +33 (0)4 72 91 34 77 fax: +33 (0)4 72 91 34 61 portable: 06 84 10 64 10