roll {litteR}R Documentation

Rolling Statistics

Description

Applies function fun within a rolling (moving) window of size w to vector numeric vector x.

Usage

roll(x, w = 3, fun = mean)

Arguments

x

numeric vector (time-series)

w

width of moving window

fun

function to be applied

Value

vector of length length(x)-w


[Package litteR version 1.0.0 Index]