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, fill = if (na.pad) NA, na.pad = FALSE, 
	align = c("center", "left", "right"), ...)
rollmeanr(..., align = "right")
rollmax(x, k, fill = if (na.pad) NA, na.pad = FALSE, 
	align = c("center", "left", "right"), ...)
rollmaxr(..., align = "right")
rollmedian(x, k, fill = if (na.pad) NA, na.pad = FALSE, 
	align = c("center", "left", "right"), ...)
rollmedianr(..., align = "right")
Arguments
x
an object (representing a series of observations).
k
integer width of the rolling window. Must be odd for rollmedian.
fill
a three-component vector or list (recycled otherwise) providing filling values at the left/within/to the right of the data range. See the fill argument of na.fill for details.
na.pad
deprecated. Use fill = NA instead of na.pad = TRUE.
align
character specifying whether the index of the result should be left- or right-aligned or centered (default) compared to the rolling window of observations.
...
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. 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, na.fill

Aliases
  • rollmean
  • rollmeanr
  • rollmax
  • rollmaxr
  • rollmedian
  • rollmedianr
  • 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 1.7-6, License: GPL-2

Community examples

Looks like there are no examples yet.