movSumUE: Weighted Simple Moving Sum 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 sum of the given vector. The weight argument is optional.

Usage

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

movSumUEr(vec, pos, n = 1L, ss = 1L, w = NULL, 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
w	An optional weight vector of length n. It will be automatically normalized (sum to 1).
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 movMeanUE. 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. 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

• movSumUEr: An function equivalent to movSumUE(..., align = "right")

Examples

movSumUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), 2)
movSumUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, na_rm = TRUE)
movSumUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, ss = 3, na_rm = TRUE, 
sizeD = TRUE)
movSumUE(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), w = c(0, 1),  n = 2, 
ss = 3, na_rm = TRUE, align = "right")
movSumUE(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9), n = 2, ss = 3, 
na_rm = TRUE, sizeD = TRUE, align = "right")
movSumUEr(c(1, 4, 3, NA, 8), pos = c(1, 2, 7, 8, 9),  n = 2, ss = 3, 
na_rm = TRUE)
movSumUEr(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.