Jochem Jochem - 11 months ago 78
R Question

Moving average of previous three values in R

In the zoo package there is a function called rollmean, which enables you to make moving averages. The

will take the previous, current and next value (ie 4, 6 and 2) in the table below. This is shown in the second column.

x rollmean ma3
6 4.0
2 4.3
5 3.0 4.0
2 6.3 4.3
12 6.0 3.0
4 6.0 6.3
2 6.0

I would like to get the same job done, but by averaging out the previous 3 values in the fourth row. This is displayed in the third column. Can anybody tell me the name of the function that will help to accomplish this?


You can use rollmean, but set align='right'. Or you could use rollmeanr, which has align='right' as the default.

ma3 <- rollmeanr(x[,1],3,fill=NA)

...but you would still need to lag the result. Another solution is to use rollapply with a list for the width argument:

ma3 <- rollapplyr(x[,1],list(-(3:1)),mean,fill=NA)