rollmean

0th

Percentile

Rolling Means/Maximums/Medians

Generic functions for computing rolling means, maximums and medians of ordered observations.

Keywords
ts
Usage
rollmean(x, k, na.pad = FALSE, align = c("center", "left", "right"), ...)
rollmax(x, k, na.pad = FALSE, align = c("center", "left", "right"), ...)
rollmedian(x, k, na.pad = FALSE, align = c("center", "left", "right"), ...)
Arguments
x
an object (representing a series of observations).
k
integer width of the rolling window. Must be odd for rollmedian.
na.pad
logical. Should NA padding be added at beginning?
align
character specifying whether result should be left- or right-aligned or centered (default).
...
Further arguments passed to methods.
Details

These functions compute rolling means, maximums and medians respectively and are thus similar to rollapply but are optimized for speed.

Currently, there are methods for "zoo" and "ts" series and default methods (intended for vectors). The default method of rollmedian is an interface to runmed. The default method of rollmean does not handle inputs that contain NAs. In such cases, use rollapply instead.

Value

  • An object of the same class as x with the rolling mean/max/median.

See Also

rollapply, zoo

Aliases
  • rollmean
  • rollmax
  • rollmedian
  • rollmean.zoo
  • rollmedian.zoo
  • rollmax.zoo
  • rollmean.ts
  • rollmedian.ts
  • rollmax.ts
  • rollmean.default
  • rollmedian.default
  • rollmax.default
Examples
x.Date <- as.Date(paste(2004, rep(1:4, 4:1), sample(1:28, 10), sep = "-"))
x <- zoo(rnorm(12), x.Date)

rollmean(x, 3)
rollmax(x, 3)
rollmedian(x, 3)

xm <- zoo(matrix(1:12, 4, 3), x.Date[1:4])
rollmean(xm, 3)
rollmax(xm, 3)
rollmedian(xm, 3)

rollapply(xm, 3, mean) # uses rollmean
rollapply(xm, 3, function(x) mean(x)) # does not use rollmean
Documentation reproduced from package zoo, version 1.5-6, License: GPL-2

Community examples

Looks like there are no examples yet.