Great, thanks for your help. I tried:
x <- 1:1
y <- lapply(1:1,function(t){t*runmean(x,t,alg="fast",endrule="trim")})
and it worked in about 90 sec.
Thanks again,
Andy
On Fri, Apr 2, 2010 at 3:43 PM, Gabor Grothendieck
wrote:
> There is also rollmean in the zoo package which might be
There is also rollmean in the zoo package which might be slightly
faster since its optimized for that operation.
k * rollmean(x, k)
e.g.
> 2 * rollmean(1:4, 2)
[1] 3 5 7
will give a rolling sum. runmean in the caTools package is even faster.
On Fri, Apr 2, 2010 at 2:31 PM, Jorge Ivan Velez
wrot
Hi Andy,
Take a look at the rollapply function in the zoo package.
> require(zoo)
Loading required package: zoo
> x <- 1:4
> rollapply(zoo(x), 1, sum)
1 2 3 4
1 2 3 4
> rollapply(zoo(x), 2, sum)
1 2 3
3 5 7
> rollapply(zoo(x), 3, sum)
2 3
6 9
> rollapply(zoo(x), 4, sum)
2
10
# all at once
sappl
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