I sent a post to find a clever way to compute a Rolling Average of columns
in a matrix and I was given the solution below which I am very pleased
with.
RollingAverage <- function(x, RollingObs) {
cx <- cumsum(x);
N <- length(x);
Temp <- (cx[RollingObs:N] - c(0, cx[1:(N-RollingObs)]))/RollingObs
Output <- array(NA, N)
Output[RollingObs:N] <- Temp;
Output
}
The only drawback is that in order to use apply to iterate over columns one
needs to write a fucntion for any RollingObs unless one is able to pass a
parameter through an apply call.
Example:
a= array(1:100, dim = c(17,2))
RollingAverage(a[, 1], 7) # works fine
apply(a, 2, RollingAverage) # this doesnt work as it doesnt see
RollingObs
Is there a way to pass an additional parameter to apply?
Thanks
Paolo
On 16 November 2010 20:05, Ray Brownrigg <ray.brownr...@ecs.vuw.ac.nz>wrote:
> On Wed, 17 Nov 2010, Paolo Rossi wrote:
> > Hi,
> > Can anyone suggest a clever way to compute a rolling weekly average of
> the
> > columns in a matrix? The column bit is straightforward use apply given
> a
> > function which does what you want on a column. With regard to a
> particular
> > column, the obvious way is to run a for loop indexing the last 7 days and
> > computing the average . I simply would like to know if there is a better
> /
> > quicker way.
> >
> >
> >
> > Code:
> > Given a,
> >
> > > a= array(1:100, dim = c(17,2))
> > > a
> >
> > [,1] [,2]
> > [1,] 1 18
> > [2,] 2 19
> > [3,] 3 20
> > [4,] 4 21
> > [5,] 5 22
> > [6,] 6 23
> > [7,] 7 24
> > [8,] 8 25
> > [9,] 9 26
> > [10,] 10 27
> > [11,] 11 28
> > [12,] 12 29
> > [13,] 13 30
> > [14,] 14 31
> > [15,] 15 32
> > [16,] 16 33
> > [17,] 17 34
> > one needs to start computing the average from obs 7 s (at obs 7 you have
> a
> > full week to compute the average) and compute the rolling weekly average
> > from day 7 onwards
> > Results will look like b
> > [,1] [,2]
> > [1,] 4 14
> > [2,] 5 21
> > [3,] 6 22
> > [4,] 7 23
> > [5,] 8 24
> > [6,] 9 25
> > [7,] 10 26
> > [8,] 11 27
> > [9,] 12 28
> > [10,] 13 29
> > Thanks in advance,
> >
> I don't see how an average of 7 numbers all 18 or greater can be 14, as in
> your
> result[1, 2], unless you have mis-stated the question.
>
> Anyway, try:
> apply(a, 2, function(x) {cx <- cumsum(x); N <- length(x); (cx[7:N] - c(0,
> cx[1:(N-7)]))/7}
>
> HTH
> Ray Brownrigg
>
> > Paolo
>
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