runner (version 0.3.7)

length_run: Length of running windows

Description

Number of elements in k-long window calculated on idx vector. If idx is an `as.integer(date)` vector, then k=number of days in window - then the result is number of observations within k days window.

Usage

length_run(k = integer(1), lag = integer(1), idx = integer(0))

Arguments

k

(integer vector or single value) Denoting size of the running window. If k is a single value then window size is constant for all elements, otherwise if length(k) == length(x) different window size for each element. One can also specify k in the same way as by in seq.POSIXt. More in details.

lag

(integer vector or single value) Denoting window lag. If lag is a single value then window lag is constant for all elements, otherwise if length(lag) == length(x) different window size for each element. Negative value shifts window forward. One can also specify lag in the same way as by in seq.POSIXt. More in details.

idx

(integer, Date, POSIXt) Optional integer vector containing sorted (ascending) index of observation. By default idx is index incremented by one. User can provide index with varying increment and with duplicated values. If specified then k and lag are depending on idx. Length of idx have to be equal of length x.

Examples

# NOT RUN {
length_run(k = 3, idx = c(1, 2, 2, 4, 5, 5, 5, 5, 5, 5))
# }