movSum: Weighted Simple Moving Sum In RcppMovStat: Fast Moving Statistics Calculation

Description

This function returns a simple moving sum of the given vector. The weight argument is optional.

Usage

 1 2 3 4 movSum(vec, n = 1L, ss = 1L, w = NULL, na_rm = FALSE, sizeD = FALSE, align = "left") movSumr(vec, n = 1L, ss = 1L, w = NULL, na_rm = FALSE, sizeD = FALSE)

Arguments

 vec A numeric vector. 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 w An optional weight vector of length n. 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 can obtain the moving sum efficiently. It serves as somehow a generalized version of movMean. The difference is that it will not automatically normalized the weights vector, w argument.
If there is no missing value in vec, and w is normalized, which means the sum of all elements is 1, this function will return a moving average.

Value

This function returns a vector whose length is the same as that of vec or is ceiling((L - n + 1)/ss), (when sizeD = T), where L is the length of vec.

Functions

• movSumr: An function equivalent to movMean(..., align = "right")

Examples

 1 2 3 movSum(c(1, 4, 3, NA, 8), 3, align = "right", na_rm = TRUE) movSum(c(1, 4, 3, NA, 8), 3, w = c(0.5, 0.2, 0.3), na_rm = TRUE, align = "right") movSum(c(1, 4, 3, NA, 8, 4, 5, 9, 6, 0), n = 3, ss = 4, na_rm = TRUE, align = "right")

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