roll_var: Roll Variance

In MazamaRollUtils: Efficient Rolling Functions

Description

Apply a moving-window variance function to a numeric vector.

Usage

roll_var(x, width = 1L, by = 1L, align = c("center", "left", "right"))

Arguments

x	Numeric vector.
width	Integer width of the rolling window.
by	Integer shift by which the window is moved each iteration.
align	Character position of the return value within the window. One of: "left" | "center" | "right".

Details

For every index in the incoming vector x, a value is returned that is the variance of all values in x that fall within a window of width width.

The align parameter determines the alignment of the return value within the window. Thus:

• align = -1 [*------] will cause the returned vector to have width-1 NA values at the right end.

• align = 0 [---*---] will cause the returned vector to have width/2 NA values at either end.

• align = 1 [------*] will cause the returned vector to have width-1 NA values at the left end.

For large vectors, theby parameter can be used to force the window to jump ahead by indices for the next calculation. Indices that are skipped over will be assigned NA values so that the return vector still has the same length as the incoming vector. This can dramatically speed up calculations for high resolution time series data.

Value

Numeric vector of the same length as x.

Note

No na.rm argument is provided as interpretation of the results is not at all clear.

Examples

library(MazamaRollUtils)

# Example air quality time series
t <- example_pm25$datetime
x <- example_pm25$pm25

x[1:10]
roll_var(x, width = 5)[1:10]

MazamaRollUtils documentation built on Sept. 23, 2021, 5:11 p.m.