runMean | R Documentation |
Extracts the running means by sliding a window comprised of wsize
time points, and in each window, the mean for each variable is computed.
Each time the window is slid, the oldest time point is discarded and the latest time point is added.
runMean(data, wsize = 25)
data |
N x v dataframe where N is the no. of time points and v the no. of variables |
wsize |
Window size |
Running means time series
phase1=cbind(rnorm(50,0,1),rnorm(50,0,1)) #phase1: Means=0
phase2=cbind(rnorm(50,1,1),rnorm(50,1,1)) #phase2: Means=1
X=rbind(phase1,phase2)
RS=runMean(data=X,wsize=25)
ts.plot(RS, gpars=list(xlab="Window", ylab="Means", col=1:2,lwd=2))
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