Applies a function over a rolling window on any data object.
rollApply.RdSimple generalized alternative to rollapply in package
zoo with the advantage that it works on any type of data
structure (vector, list, matrix, etc) instead of requiring a zoo
object.
Usage
rollApply(data, fun, window = len(data), minimum = 1, align = "left", ...)Arguments
- data
any
Robject- fun
the function to evaluate
- window
window width defining the size of the subset available to the fun at any given point
- minimum
minimum width of the window. Will not return results if the window is truncated below this value at the end of the data set
- align
whether to align the window right or left
- ...
additional arguments to pass to
fun
Examples
rollApply(1:100,sum,minimum=2,window=2)
#> [1] 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39
#> [20] 41 43 45 47 49 51 53 55 57 59 61 63 65 67 69 71 73 75 77
#> [39] 79 81 83 85 87 89 91 93 95 97 99 101 103 105 107 109 111 113 115
#> [58] 117 119 121 123 125 127 129 131 133 135 137 139 141 143 145 147 149 151 153
#> [77] 155 157 159 161 163 165 167 169 171 173 175 177 179 181 183 185 187 189 191
#> [96] 193 195 197 199
rollApply(c(1,2,3),sum)
#> [1] 6 5 3
##6 5 3
rollApply(c(1,2,3,4,5,6,7,8,9),sum)
#> [1] 45 44 42 39 35 30 24 17 9
##45 44 42 39 35 30 24 17 9
rollApply(c(1,2,3,4,5,6,7,8,9),sum,window=2)
#> [1] 3 5 7 9 11 13 15 17 9
##3 5 7 9 11 13 15 17 9
rollApply(list(1,2,3,4,5,6,7,8,9),function(x) sum(unlist(x)),window=2,minimum=2)
#> [1] 3 5 7 9 11 13 15 17
##3 5 7 9 11 13 15 17
cbind(women,Rolling3=rollApply(women,fun=function(x) mean(x$weight),window=3,align='right'))
#> height weight Rolling3
#> 1 58 115 115.0000
#> 2 59 117 116.0000
#> 3 60 120 117.3333
#> 4 61 123 120.0000
#> 5 62 126 123.0000
#> 6 63 129 126.0000
#> 7 64 132 129.0000
#> 8 65 135 132.0000
#> 9 66 139 135.3333
#> 10 67 142 138.6667
#> 11 68 146 142.3333
#> 12 69 150 146.0000
#> 13 70 154 150.0000
#> 14 71 159 154.3333
#> 15 72 164 159.0000