rollApply: Applies a function over a rolling window on any data object.

In cvarrichio/rowr: Row-Based Functions for R Objects

Description

Simple generalized alternative to rollapply in package zoo with the advantage that it works on any type of data structure (vector, list, matrix, etc) instead of requiring a zoo object.

Usage

rollApply(data, fun, window = len(data), minimum = 1, align = "left", ...)

Arguments

data	any R object
fun	the function to evaluate
window	window width defining the size of the subset available to the fun at any given point
minimum	minimum width of the window. Will not return results if the window is truncated below this value at the end of the data set
align	whether to align the window right or left
...	additional arguments to pass to fun

Examples

rollApply(1:100,sum,minimum=2,window=2)
rollApply(c(1,2,3),sum)
##6 5 3
rollApply(c(1,2,3,4,5,6,7,8,9),sum)
##45 44 42 39 35 30 24 17  9
rollApply(c(1,2,3,4,5,6,7,8,9),sum,window=2)
##3  5  7  9 11 13 15 17  9
rollApply(list(1,2,3,4,5,6,7,8,9),function(x) sum(unlist(x)),window=2,minimum=2)
##3  5  7  9 11 13 15 17
cbind(women,Rolling3=rollApply(women,fun=function(x) mean(x$weight),window=3,align='right'))

cvarrichio/rowr documentation built on May 14, 2019, 12:53 p.m.