moving_average: Moving average

In mitsuoxv/tqr: Add tq_xx functions to tidyquant package to facilitate economic analyses

Description

Moving average

Usage

moving_average(
  x,
  n = 3,
  na.rm = FALSE,
  .align = "right",
  .step = 1L,
  .complete = TRUE,
  order_by = NULL
)

Arguments

x	A numeric vector.
n	A positive integer indicating window width.
na.rm	A logical. TRUE or FALSE (default).
.align	A position string: "right" (default) "left" "center", if n is odd "center-right" or "center-left", if n is even
.step	A positive integer indicating the number of elements to shift. 1L (default).
.complete	A logical. If TRUE (default), partial computations are not allowed.
order_by	A vector to order by.

Value

A numeric vector of the same length as 'x'.

See Also

[slider::slide_dbl]

Examples

## Not run: 
# example from base
moving_average(1:10, 3)
moving_average(c(1:5, NA, 7:10), 3, na.rm = TRUE)
moving_average(1:10, 3, .align = "left")
moving_average(1:10, 3, .step = 2)
moving_average(1:10, 3, .complete = FALSE)
# Use order_by if data not already ordered (example from dplyr)
library(dplyr, warn.conflicts = FALSE)
tsbl <- tsibble(year = 2000:2005, value = (0:5)^2, index = year)
scrambled <- tsbl %>% slice(sample(nrow(tsbl)))

wrong <- mutate(scrambled, ma = moving_average(value))
arrange(wrong, year)

right <- mutate(scrambled, ma = moving_average(value, order_by = year))
arrange(right, year)

## End(Not run)

mitsuoxv/tqr documentation built on Nov. 14, 2021, 7:18 p.m.