rollmean {zoo} R Documentation

## Rolling Means/Maximums/Medians

### Description

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

### 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 `rapply` 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 `NA`s. In such cases, use `rapply` instead.

### Value

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

`rapply`, `zoo`

### 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)

rapply(xm, 3, mean) # uses rollmean
rapply(xm, 3, function(x) mean(x)) # does not use rollmean

```

[Package zoo version 1.0-5 Index]