Hello, I need to calculate a moving average and an exponentially weighted moving average over a fairly large data set (500K rows).
Doing this in a for loop works nicely, but is slow. ewma <- data$col[1] N <- dim(data)[1] for(i in 2:N){ data$ewma <- alpha * data$ewma[i-1] + (1-alpha) * data$value[i] } Since the moving average "accumulates" as we move through the data, I'm not sure on the best/fastest way to do this. Does anyone have any suggestions on how to avoid a loop doing this? -- Noah Silverman UCLA Department of Statistics 8117 Math Sciences Building #8208 Los Angeles, CA 90095 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.