roll: Rolling operations

In kvasilopoulos/transx: Transform Univariate Time Series

Description

Apply rolling operations over a moving window for size n and increment step.

Usage

roll_idx(
  x,
  n = 1,
  step = 1,
  align = c("left", "center", "right"),
  complete = TRUE
)

roll(
  x,
  fn,
  n = 1L,
  step = 1L,
  fill = NA,
  align = c("left", "center", "right"),
  ...
)

roll_data(x, n = 1L, step = 1L, align = c("left", "center", "right"))

Arguments

x	[univariate vector] Univariate vector, numeric or ts object with only one dimension.
n	[positive integer(1):1L] Window size.
step	[positive integer(1):1L] Rolling window step.
align	[character(1): "left"] Specifying whether the index of the result should be left- or right-aligned or centered (default) compared to the rolling window of observations.
fn	[function]
fill	[numeric or function: NA] Numeric value(s) or function used to fill observations.
...	Further arguments passed to the function fn.

Value

• roll(): returns a vector with the same class and attributes as the input vector.

• roll_idx(): Returns the index that is used to calculate the subsets.

• roll_data(): Returns a list subsets of length length(x)/step.

Examples

# x is odd

roll_idx(1:9, 2, 1, align = "left")
roll_idx(1:9, 2, 1, align = "center")
roll_idx(1:9, 2, 1, align = "right") # reduces

# This works
roll_idx(1:9, 3, 1, align = "left")
roll_idx(1:9, 3, 1, align = "center")
roll_idx(1:9, 3, 1, align = "right")

roll_idx(1:9, 2, 2, align = "left")
roll_idx(1:9, 2, 2, align = "center")
roll_idx(1:9, 2, 2, align = "right")

roll_idx(1:9, 3, 2, align = "left")
roll_idx(1:9, 3, 2, align = "center")
roll_idx(1:9, 3, 2, align = "right") # reduces

# x is even

roll_idx(1:8, 2, 2, align = "left")
roll_idx(1:8, 2, 2, align = "center")
roll_idx(1:8, 2, 2, align = "right") # reduces

roll_idx(1:8, 2, 1, align = "left")
roll_idx(1:8, 2, 1, align = "center")
roll_idx(1:8, 2, 1, align = "right")

roll_idx(1:8, 3, 1, align = "left")
roll_idx(1:8, 3, 1, align = "center")
roll_idx(1:8, 3, 1, align = "right") # reduces

roll_idx(1:8, 3, 1, align = "left")
roll_idx(1:8, 3, 1, align = "center")
roll_idx(1:8, 3, 1, align = "right") # reduces


x <- seq(10, 1, -1)

roll_data(x, 2, align = "left")
roll_data(x, 2, align = "right")

roll(x, max, 3)
roll(x, max, 3, align = "right")


x <- 1:6
roll_data(x, 2)
roll(x, mean, 2)

roll_data(x, 2, 2)
roll(x, mean, 2, 2)

kvasilopoulos/transx documentation built on Jan. 26, 2021, 6:14 p.m.