| compute_window_bounds | R Documentation |
compute_window_bounds(): Compute the start and end indices of rolling
windows along a time variable t.
window_sums(): Windowed sums by cumulative-sum differencing.
window_min_obs(): Minimum number of samples spanned by a complete window.
compute_local_mean(): Compute rolling means from window bounds.
compute_local_fun(): Compute a rolling function along x from a list of
rolling sample windows.
median_no_na(): Fast median for numeric vectors. Strips NAs and
replicates median.default arithmetic without S3 dispatch.
compute_col_medians(): Column medians of an NA-padded numeric matrix
via a single radix sort. NAs sort last per column; medians indexed
from per-column valid counts. Matches median(w, na.rm = TRUE).
compute_outliers(): Computes a vector of local medians and logicals
indicating outliers of x within rolling windows defined by width
or span.
compute_valid_neighbours(): Compute a list of rolling window indices along
x to either side of NAs.
compute_window_bounds(
t,
idx = seq_along(t),
width = NULL,
span = NULL,
align = c("centre", "left", "right"),
env = rlang::caller_env()
)
window_sums(v, bounds)
window_min_obs(width, span, t, min_n = 1L, env = rlang::caller_env())
compute_local_mean(x, bounds, na.rm = FALSE, min_obs = 1L)
compute_local_fun(x, window_idx, fn, ...)
median_no_na(w)
compute_col_medians(m)
compute_outliers(
x,
t,
outlier_cutoff,
width = NULL,
span = NULL,
env = rlang::caller_env()
)
compute_valid_neighbours(
x,
t = seq_along(x),
width = NULL,
span = NULL,
verbose = TRUE,
env = rlang::caller_env()
)
t |
An optional numeric vector of the predictor variable (e.g. time).
Default is |
idx |
A numeric vector of indices of |
width |
An integer defining the local window in number of samples
around |
span |
A numeric value defining the local window time span around |
align |
Window alignment as "centre"/"center" (the default), "left", or "right". Where "left" is forward looking, and "right" is backward looking from the current sample. |
env |
The calling environment or a defused call, used to report errors and warnings as coming from the user-facing function rather than the validator. |
v |
A numeric vector to sum within windows. Callers should centre
|
bounds |
A |
min_n |
A lower bound on the returned number of samples. |
x |
A numeric vector of the response variable. |
min_obs |
The minimum number of samples a window must span to return a
value. Shorter (partial) windows return |
window_idx |
A list the same or shorter length as |
fn |
A function to pass through for local rolling calculation. |
... |
Additional arguments. |
m |
A numeric matrix with one column per rolling window, padded
with |
outlier_cutoff |
A numeric value for the local outlier threshold, as the number of standard deviations from the local median.
|
verbose |
Logical. |
The local rolling window can be specified by either width as the number of
samples, or span as the time span in units of t. Specifying width
is often faster than span.
align defaults to "centre" the local window around idx between
[idx - floor((width-1)/2), idx + floor(width/2)] when width is
specified. Even width values will bias align to "left", with the
unequal sample forward of idx, effectively returning NA at the last
sample index. When span is specified, the local window is between
[t - span/2, t + span/2].
window_min_obs() converts span to a sample count via the estimated
sample rate, less two samples to buffer irregular t at the start and
end of each window.
compute_local_mean() computes all window means in O(n) via
window_sums(). Values are centred first so the cumulative-sum
differencing error stays around eps * sqrt(n) * sd, far below
measurement resolution.
compute_window_bounds(): A list() with start and end integer vectors
the same length as idx, giving the inclusive window bounds at each index.
window_sums(): A numeric vector the same length as bounds$start.
window_min_obs(): An integer value.
compute_local_mean(): A numeric vector the same length as bounds$start.
compute_local_fun(): A numeric vector the same length as x.
median_no_na(): A numeric value.
compute_col_medians(): A numeric vector of length ncol(m).
compute_outliers(): A list() with vectors the same length as x for
with numeric local medians and logical identifying where is_outlier.
compute_valid_neighbours(): A list the same length as the NA values in
x with numeric vectors of sample indices of length width samples or
span units of time t for valid values neighbouring split to either
side of the invalid NAs.
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