Rolling window with overlapping observations:
slide()
always returns a list.
slide_lgl()
, slide_int()
, slide_dbl()
, slide_chr()
use the same
arguments as slide()
, but return vectors of the corresponding type.
slide_dfr()
& slide_dfc()
return data frames using row-binding & column-binding.
slide(.x, .f, ..., .size = 1, .fill = NA, .partial = FALSE,
.align = "right", .bind = FALSE)slide_dfr(.x, .f, ..., .size = 1, .fill = NA, .partial = FALSE,
.align = "right", .bind = FALSE, .id = NULL)
slide_dfc(.x, .f, ..., .size = 1, .fill = NA, .partial = FALSE,
.align = "right", .bind = FALSE)
An object to slide over.
A function, formula, or atomic vector.
If a function, it is used as is.
If a formula, e.g. ~ .x + 2
, it is converted to a function. There
are three ways to refer to the arguments:
For a single argument function, use .
For a two argument function, use .x
and .y
For more arguments, use ..1
, ..2
, ..3
etc
This syntax allows you to create very compact anonymous functions.
If character vector, numeric vector, or list, it
is converted to an extractor function. Character vectors index by name
and numeric vectors index by position; use a list to index by position
and name at different levels. Within a list, wrap strings in get-attr()
to extract named attributes. If a component is not present, the value of
.default
will be returned.
Additional arguments passed on to .f
.
An integer for window size. If positive, moving forward from left to right; if negative, moving backward (from right to left).
A value to fill at the left of the data range (NA
by default).
NULL
means no filling.
if TRUE
, partial sliding.
Align index at the "right", "centre"/"center", or "left"
of the window. If .size
is even for center alignment, "centre-right" & "centre-left"
is needed.
If .x
is a list, should .x
be combined before applying .f
?
If .x
is a list of data frames, row binding is carried out.
If not NULL
a variable with this name will be created
giving either the name or the index of the data frame.
The slide()
function attempts to tackle more general problems using
the purrr-like syntax. For some specialist functions like mean
and sum
,
you may like to check out for RcppRoll for faster performance.
slide()
is intended to work with list (and column-wise data frame). To
perform row-wise sliding window on data frame, please check out pslide()
.
.partial = TRUE
allows for partial sliding. Window contains observations
outside of the vector will be treated as value of .fill
, which will be passed to .f
.
.partial = FALSE
restricts calculations to be done on complete sliding windows.
Window contains observations outside of the vector will return the value .fill
.
future_slide for parallel processing
tile for tiling window without overlapping observations
stretch for expanding more observations
Other sliding window functions: slide2
# NOT RUN {
x <- 1:5
lst <- list(x = x, y = 6:10, z = 11:15)
slide_dbl(x, mean, .size = 2)
slide_dbl(x, mean, .size = 2, align = "center")
slide_lgl(x, ~ mean(.) > 2, .size = 2)
slide(lst, ~ ., .size = 2)
# }
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