movCountUE: Weighted Simple Moving Count for Unevenly Spaced Time Series

In RcppMovStat: Fast Moving Statistics Calculation

Description

This function returns A matrix: the first column is the position, the second column the input vector, and third column Moving Count of the given vector. The weight argument is optional.

Usage

movCountUE(vec, pos, n = 1L, ss = 1L, na_rm = FALSE, sizeD = FALSE,
  align = "left")

movCountUEr(vec, pos, n = 1L, ss = 1L, na_rm = FALSE, sizeD = FALSE)

Arguments

vec	A numeric vector.
pos	A numeric vector with all integers. Its length must be the SAME as vec. N.B. We use integers to represent the (relative) positions of every point.
n	An integer: moving window size, with 1 as default
ss	An integer: step size, only calculating at points with an equal distance ss. Namely, there are ss-1 number between each two 'consecutive' points
na_rm	logical. Should missing values (including NaN) be removed?
sizeD	logical. Only applied when ss > 1, it decides whether to get a result of smaller size. If sizeD = T, align does not affect the output.
align	A string denotes how to align the moving average, three options: "left", "middle", "right"

Details

This function counts the number of non-missing values for each moving window. It is especially designed for vec vector with missing values. Otherwise, it will return a trivial vector with all elements n.
This function is more helpful than movCount, as we would have missing values for an Unevenly Spaced Time Series.
For matrix details, please refer to details of movMeanUE.

Value

This function returns A MATRIX of size: L*3, where L is the length of vector, or of size: L1*3, where L1 = ceiling((nrow - n + 1)/ss), (when sizeD = T). In the matrix, the first column denotes the position, the second column the original vector, and the third column the moving average.

Functions

• movCountUEr: An function equivalent to movCountUE(..., align = "right")

Examples

movCountUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), 2)
movCountUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, na_rm = TRUE)
movCountUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, ss = 3, na_rm = TRUE, 
sizeD = TRUE)
movCountUE(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, 
ss = 3, na_rm = TRUE, align = "right")
movCountUE(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, ss = 3, 
na_rm = TRUE, sizeD = TRUE, align = "right")
movCountUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9),  n = 2, ss = 3, 
na_rm = TRUE)
movCountUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, ss = 3, na_rm = TRUE, 
sizeD = TRUE)

RcppMovStat documentation built on Jan. 30, 2018, 5:04 p.m.