RcppRoll-exports: RcppRoll

Description

Efficient windowed / rolling operations. Each function here applies an operation over a moving window of size n, with (customizable) weights specified through weights.

Usage

roll_mean(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_meanr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_meanl(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)
roll_median(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_medianr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_medianl(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)
roll_min(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_minr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_minl(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)
roll_max(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_maxr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_maxl(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)
roll_prod(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_prodr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_prodl(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)
roll_sum(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_sumr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_suml(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)
roll_sd(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_sdr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_sdl(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)
roll_var(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = numeric(0),
  partial = FALSE,
  align = c("center", "left", "right"),
  normalize = TRUE,
  na.rm = FALSE
)
roll_varr(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "right",
  normalize = TRUE,
  na.rm = FALSE
)
roll_varl(
  x,
  n = 1L,
  weights = NULL,
  by = 1L,
  fill = NA,
  partial = FALSE,
  align = "left",
  normalize = TRUE,
  na.rm = FALSE
)

Arguments

x: A numeric vector or a numeric matrix.
n: The window size. Ignored when weights is non-NULL.
weights: A vector of length n, giving the weights for each element within a window. If NULL, we take unit weights of width n.
by: Calculate at every by-th point rather than every point.
fill: Either an empty vector (no fill), or a vector (recycled to) length 3 giving left, center and right fills.
partial: Compute windows at the edges of x over however many elements are in range, rather than filling them? Cannot be combined with weights, and fill does not apply.
align: Align windows on the "left", "center" or "right".
normalize: Normalize window weights, such that they sum to n.
na.rm: Remove missing values?

Details

The functions postfixed with l and r are convenience wrappers that set left / right alignment of the windowed operations.