alkahest (version 1.3.0)

window_sliding: Sliding Windows

Description

There will be \((m - 1) / 2\) points both at the beginning and at the end of the data series for which a complete \(m\)-width window cannot be obtained. To prevent data loss, progressively wider/narrower windows are evaluated at both ends of the data series.

Usage

window_sliding(n, m, ...)
# S4 method for integer,integer
window_sliding(n, m, i = NULL)
# S4 method for numeric,numeric
window_sliding(n, m, i = NULL)

Value

Returns a length-\(n\)

list of integer vectors (indices of the data points in each window).

Arguments

n

An integer giving the length of the data series (will be coerced with as.integer() and hence truncated toward zero).

m

An odd integer giving the window size, i.e. the number of adjacent points to be used (will be coerced with as.integer() and hence truncated toward zero).

...

Currently not used.

i

A vector integer specifying the indices of the data points for which windows should be returned. If NULL (the default), windows are evaluated for each data point.

Author

N. Frerebeau

See Also

Other moving windows: window_tumbling()

Examples

## Length of the data series
n <- 10

## Progressive sliding windows
sliding <- window_sliding(n = n, m = 5)

plot(NULL, xlim = c(1, n), ylim = c(1, 10.5), xlab = "Index", ylab = "Window")
for (i in seq_along(sliding)) {
  w <- sliding[[i]]
  text(x = w, y = rep(i, length(w)), labels = w, pos = 3)
  lines(w, rep(i, length(w)), type = "l", lwd = 2)
}

## Tumbling windows
## (compare with drop = TRUE)
tumbling <- window_tumbling(n = n, m = 3, drop = FALSE)

plot(NULL, xlim = c(1, n), ylim = c(1, 5.5), xlab = "Index", ylab = "Window")
for (i in seq_along(tumbling)) {
  w <- tumbling[[i]]
  text(x = w, y = rep(i, length(w)), labels = w, pos = 3)
  lines(w, rep(i, length(w)), type = "l", lwd = 2)
}