RcppRoll-exports: RcppRoll

Description

Efficient windowed / rolling operations. Each function here applies an operation over a moving window of size n, with (customizable) weights specified through weights.

Usage

roll_mean(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_meanr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_meanl(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)
roll_median(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_medianr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_medianl(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)
roll_min(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_minr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_minl(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)
roll_max(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_maxr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_maxl(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)
roll_prod(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_prodr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_prodl(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)
roll_sum(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_sumr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_suml(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)
roll_sd(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_sdr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_sdl(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)
roll_var(x, n = 1L, weights = NULL, by = 1L, fill = numeric(0),
  partial = FALSE, align = c("center", "left", "right"), normalize = TRUE,
  na.rm = FALSE)
roll_varr(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "right", normalize = TRUE, na.rm = FALSE)
roll_varl(x, n = 1L, weights = NULL, by = 1L, fill = NA,
  partial = FALSE, align = "left", normalize = TRUE, na.rm = FALSE)

Arguments

x: A numeric vector or a numeric matrix.
n: The window size. Ignored when weights is non-NULL.
weights: A vector of length n, giving the weights for each element within a window. If NULL, we take unit weights of width n.
by: Calculate at every by-th point rather than every point.
fill: Either an empty vector (no fill), or a vector (recycled to) length 3 giving left, middle and right fills.
partial: Partial application? Currently unimplemented.
align: Align windows on the "left", "center" or "right".
normalize: Normalize window weights, such that they sum to n.
na.rm: Remove missing values?

Details

The functions postfixed with l and r are convenience wrappers that set left / right alignment of the windowed operations.