R/movavg_Hong.R

In NVE/hongR:

movavg_Hong <- function (x, n, type = c("s", "t", "w", "m", "e", "r"), na.rm = TRUE)
{
    stopifnot(is.numeric(x), is.numeric(n), is.character(type))
    if (length(n) != 1 || ceiling(n != floor(n)) || n <= 1)
        stop("Window length 'n' must be a single integer greater 1.")
    nx <- length(x)
    if (n >= nx)
        stop("Window length 'n' must be greater then length of time series.")
    y <- numeric(nx)
    if (type == "s") {
        for (k in 1:(n - 1)) y[k] <- mean(x[1:k], na.rm = na.rm)
        for (k in n:nx) y[k] <- mean(x[(k - n + 1):k], na.rm = na.rm)
    }
    else if (type == "t") {
        n <- ceiling((n + 1)/2)
        s <- movavg(x, n, "s")
        y <- movavg(s, n, "s")
    }
    else if (type == "w") {
        for (k in 1:(n - 1)) y[k] <- 2 * sum((k:1) * x[k:1])/(k *
            (k + 1))
        for (k in n:nx) y[k] <- 2 * sum((n:1) * x[k:(k - n +
            1)])/(n * (n + 1))
    }
    else if (type == "m") {
        y[1] <- x[1]
        for (k in 2:nx) y[k] <- y[k - 1] + (x[k] - y[k - 1])/n
    }
    else if (type == "e") {
        a <- 2/(n + 1)
        y[1] <- x[1]
        for (k in 2:nx) y[k] <- a * x[k] + (1 - a) * y[k - 1]
    }
    else if (type == "r") {
        a <- 1/n
        y[1] <- x[1]
        for (k in 2:nx) y[k] <- a * x[k] + (1 - a) * y[k - 1]
    }
    else stop("The type must be one of 's', 't', 'w', 'm', 'e', or 'r'.")
    return(y)
}