Re: [R] Moving Average Non Uniform Vectors
Thanks Jim, this partially helps (I wasn't aware of the functions you used, which are good to know). I have two main doubts about your solution though. First of all, in my application x is large ~25 elements and I have to repeat this for ~1000 different y vectors; moreover the range of x is much larger than the data I have (that is, the gaps constitute the majority of the interval), but the xs are locally dense. Also I am not sure whether the linear interpolation let me have the results I expect. In your solution, the smoothed data seem to pass through all my original points, that is not what I would expect from a smoothing procedure that removes some noise from the data... Do you have any other suggestion? Again thanks for your help; Luca Luca Cerone Tel: +34 692 06 71 28 Skype: luca.cerone On Thu, Mar 27, 2014 at 8:17 PM, jim holtman jholt...@gmail.com wrote: Here is one way. I took your data and applied the 'approx' function to get evenly spaced values and then 'filter' to create a moving average of a window of size 5. set.seed(1) x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) rbind(x, y) # create 'even' spacing using the 'approx' function steps - seq(min(x), max(x), length = 100) newData - approx(x, y, xout = steps) # use filter for running average avg - filter(newData$y, rep(1/5, 5)) #plot the data plot(x, y, type = 'o') lines(newData$x, avg, col = 'red') Jim Holtman Data Munger Guru What is the problem that you are trying to solve? Tell me what you want to do, not how you want to do it. On Thu, Mar 27, 2014 at 12:35 PM, Luca Cerone luca.cer...@gmail.com wrote: Dear all, I have a vector x and a vector y = f(x). e.g. x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) I would like to apply a moving average to y, knowing that the x values are not uniformly spaced. How can I do this in R? What alternatives I have to filter out the noise from Y?? Thanks in advance for the help! Luca Cerone Tel: +34 692 06 71 28 Skype: luca.cerone __ 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. __ 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.
Re: [R] Moving Average Non Uniform Vectors
If you don't need a 'running average', there are other 'smoothers' you can look at. Try 'supsmu': set.seed(1) x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) rbind(x, y) [,1] [,2] [,3] [,4] [,5] [,6] [,7] x 0.000 1.00 3.00 3.4 5.0 10.0 11.2300 y -0.6264538 1.183643 8.164371 13.15528 25.32951 99.17953 126.6003 #plot the data plot(x, y, type = 'o', lwd = 6) lines(supsmu(x,y,span = .1), col = 'red', lwd = 2) supsmu(x,y,span = .1) $x [1] 0.00 1.00 3.00 3.40 5.00 10.00 11.23 $y [1] -3.106279 1.953217 12.072208 17.009572 32.880143 103.671955 121.086741 Jim Holtman Data Munger Guru What is the problem that you are trying to solve? Tell me what you want to do, not how you want to do it. On Fri, Mar 28, 2014 at 4:48 AM, Luca Cerone luca.cer...@gmail.com wrote: Thanks Jim, this partially helps (I wasn't aware of the functions you used, which are good to know). I have two main doubts about your solution though. First of all, in my application x is large ~25 elements and I have to repeat this for ~1000 different y vectors; moreover the range of x is much larger than the data I have (that is, the gaps constitute the majority of the interval), but the xs are locally dense. Also I am not sure whether the linear interpolation let me have the results I expect. In your solution, the smoothed data seem to pass through all my original points, that is not what I would expect from a smoothing procedure that removes some noise from the data... Do you have any other suggestion? Again thanks for your help; Luca Luca Cerone Tel: +34 692 06 71 28 Skype: luca.cerone On Thu, Mar 27, 2014 at 8:17 PM, jim holtman jholt...@gmail.com wrote: Here is one way. I took your data and applied the 'approx' function to get evenly spaced values and then 'filter' to create a moving average of a window of size 5. set.seed(1) x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) rbind(x, y) # create 'even' spacing using the 'approx' function steps - seq(min(x), max(x), length = 100) newData - approx(x, y, xout = steps) # use filter for running average avg - filter(newData$y, rep(1/5, 5)) #plot the data plot(x, y, type = 'o') lines(newData$x, avg, col = 'red') Jim Holtman Data Munger Guru What is the problem that you are trying to solve? Tell me what you want to do, not how you want to do it. On Thu, Mar 27, 2014 at 12:35 PM, Luca Cerone luca.cer...@gmail.com wrote: Dear all, I have a vector x and a vector y = f(x). e.g. x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) I would like to apply a moving average to y, knowing that the x values are not uniformly spaced. How can I do this in R? What alternatives I have to filter out the noise from Y?? Thanks in advance for the help! Luca Cerone Tel: +34 692 06 71 28 Skype: luca.cerone __ 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. [[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.
[R] Moving Average Non Uniform Vectors
Dear all, I have a vector x and a vector y = f(x). e.g. x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) I would like to apply a moving average to y, knowing that the x values are not uniformly spaced. How can I do this in R? What alternatives I have to filter out the noise from Y?? Thanks in advance for the help! Luca Cerone Tel: +34 692 06 71 28 Skype: luca.cerone __ 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.
Re: [R] Moving Average Non Uniform Vectors
Here is one way. I took your data and applied the 'approx' function to get evenly spaced values and then 'filter' to create a moving average of a window of size 5. set.seed(1) x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) rbind(x, y) # create 'even' spacing using the 'approx' function steps - seq(min(x), max(x), length = 100) newData - approx(x, y, xout = steps) # use filter for running average avg - filter(newData$y, rep(1/5, 5)) #plot the data plot(x, y, type = 'o') lines(newData$x, avg, col = 'red') Jim Holtman Data Munger Guru What is the problem that you are trying to solve? Tell me what you want to do, not how you want to do it. On Thu, Mar 27, 2014 at 12:35 PM, Luca Cerone luca.cer...@gmail.com wrote: Dear all, I have a vector x and a vector y = f(x). e.g. x = c(0,1, 3,3.4, 5, 10, 11.23) y = x**2 + rnorm(length(x)) I would like to apply a moving average to y, knowing that the x values are not uniformly spaced. How can I do this in R? What alternatives I have to filter out the noise from Y?? Thanks in advance for the help! Luca Cerone Tel: +34 692 06 71 28 Skype: luca.cerone __ 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. [[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.
