Try: rollapply(x, 3, force)
or embed(x, 3)[, 3:1] On Sun, Mar 2, 2008 at 9:53 AM, Bo Zhou <[EMAIL PROTECTED]> wrote: > > I needed that matrix for following calculations. So I don't think roll* > would work for me. > > Re: embed > > > x <- 1:10 > > embed (x, 3) > [,1] [,2] [,3] > [1,] 3 2 1 > [2,] 4 3 2 > [3,] 5 4 3 > [4,] 6 5 4 > [5,] 7 6 5 > [6,] 8 7 6 > [7,] 9 8 7 > [8,] 10 9 8 > > x > [1] 1 2 3 4 5 6 7 8 9 10 > > The matrix is in revered order. Anyway to put the matrix in the original > order? Ie > 1 2 3 > 2 3 4 > ... > > > Cheers, > Bo > > > > > > Date: Sun, 2 Mar 2008 09:40:09 -0500 > > From: [EMAIL PROTECTED] > > To: [EMAIL PROTECTED] > > Subject: Re: [R] Idioms for a timeseries operation - moving window > > CC: r-help@r-project.org > > > > > See > > > > ?embed > > > > and from zoo see: > > ?rollapply > > ?rollmean > > ?rollmax > > > > There is a function coded in C in the caTools package for speed. > > > > > > On Sun, Mar 2, 2008 at 9:24 AM, Bo Zhou <[EMAIL PROTECTED]> wrote: > > > > > > Hi Guys, > > > > > > Need your wisdom on this. > > > > > > Say I have a time series (in zoo format) like this > > > > > > > > > > x <- zoo(11:21) > > > > x > > > 1 2 3 4 5 6 7 8 9 10 11 > > > 11 12 13 14 15 16 17 18 19 20 21 > > > > > > > > > I want to do a "moving window sampling" of it. The result can either be > a matrix or a dataframe like this > > > > > > my.super.moving.window(x, length=3, by=1) > > > > > > 11 12 13 > > > 12 13 14 > > > 13 14 15 > > > 14 15 16 > > > .... > > > 18 19 20 > > > 19 20 21 > > > > > > This shouldn't be new. Many many people must have done this before. Any > idea what's the best(efficient and elegant) way to do this? > > > > > > Cheers, > > > > > > Bo > > > > > > > > > > > > > > > _________________________________________________________________ > > > Climb to the top of the charts! Play the word scramble challenge with > star power. > > > > > > [[alternative HTML version deleted]] > > > > > > > > > ______________________________________________ > > > R-help@r-project.org mailing list > > > https://stat.ethz.ch/mailman/listinfo/r-help > > > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > > > and provide commented, minimal, self-contained, reproducible code. > > > > > > > > ________________________________ > Shed those extra pounds with MSN and The Biggest Loser! Learn more. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
