rollmean | R Documentation |

Generic functions for computing rolling means, maximums, medians, and sums of ordered observations.

rollmean(x, k, fill = if (na.pad) NA, na.pad = FALSE, align = c("center", "left", "right"), ...) rollmax(x, k, fill = if (na.pad) NA, na.pad = FALSE, align = c("center", "left", "right"), ...) rollmedian(x, k, fill = if (na.pad) NA, na.pad = FALSE, align = c("center", "left", "right"), ...) rollsum(x, k, fill = if (na.pad) NA, na.pad = FALSE, align = c("center", "left", "right"), ...) rollmeanr(..., align = "right") rollmaxr(..., align = "right") rollmedianr(..., align = "right") rollsumr(..., align = "right")

`x` |
an object (representing a series of observations). |

`k` |
integer width of the rolling window. Must be odd for |

`fill` |
a three-component vector or list (recycled otherwise) providing
filling values at the left/within/to the right of the data range.
See the |

`na.pad` |
deprecated. Use |

`align` |
character specifying whether the index of the result should be left- or right-aligned or centered (default) compared to the rolling window of observations. |

`...` |
Further arguments passed to methods. |

These functions compute rolling means, maximums, medians, and sums respectively
and are thus similar to `rollapply`

but are
optimized for speed.

Currently, there are methods for `"zoo"`

and `"ts"`

series and
default methods. The default method of `rollmedian`

is an interface to `runmed`

.
The default methods of `rollmean`

and `rollsum`

do not handle inputs that contain
`NA`

s. In such cases, use `rollapply`

instead.

If `x`

is of length 0, `x`

is returned unmodified.

An object of the same class as `x`

with the rolling mean/max/median/sum.

`rollapply`

, `zoo`

, `na.fill`

suppressWarnings(RNGversion("3.5.0")) set.seed(1) x.Date <- as.Date(paste(2004, rep(1:4, 4:1), sample(1:28, 10), sep = "-")) x <- zoo(rnorm(12), x.Date) ## rolling operations for univariate series rollmean(x, 3) rollmax(x, 3) rollmedian(x, 3) rollsum(x, 3) ## rolling operations for multivariate series xm <- zoo(matrix(1:12, 4, 3), x.Date[1:4]) rollmean(xm, 3) rollmax(xm, 3) rollmedian(xm, 3) rollsum(xm, 3) ## rollapply vs. dedicated rollmean rollapply(xm, 3, mean) # uses rollmean rollapply(xm, 3, function(x) mean(x)) # does not use rollmean

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