Rolling Window Function
Applies an arbitrary function to a rolling window of selected columns of a
DTSg object with recognised periodicity.
## S3 method for class 'DTSg'
rollapply(
x,
fun,
...,
cols = self$cols(class = "numeric")[1L],
before = 1L,
after = before,
weights = c("inverseDistance"),
parameters = list(power = 1),
resultCols = NULL,
suffix = NULL,
helpers = TRUE,
memoryOverCPU = TRUE,
clone = getOption("DTSgClone")
)x |
A |
fun |
A |
... |
Further arguments passed on to |
cols |
A character vector specifying the columns whose rolling window
|
before |
An integerish value specifying the size of the window in time steps before the “center” of the rolling window. |
after |
An integerish value specifying the size of the window in time steps after the “center” of the rolling window. |
weights |
A character string specifying a method to calculate weights
for |
parameters |
A |
resultCols |
An optional character vector of the same length as
|
suffix |
An optional character string. The return values of |
helpers |
A logical specifying if weights and helper data shall be
handed over to |
memoryOverCPU |
A logical specifying if memory usage is preferred over CPU usage for this method. The former is generally faster for smaller windows and shorter time series, the latter for bigger windows and longer time series or might even be the only way that works depending on the available hardware. |
clone |
A logical specifying if the object is modified in place or if a clone (copy) is made beforehand. |
In addition to the ... argument, this method optionally hands over
the weights as a numeric vector (w argument) and a list
argument with helper data called .helpers to fun.
.helpers contains the following named elements:
before: Same as before argument.
after: Same as after argument.
windowSize: Size of the rolling window
(before + 1L + after).
centerIndex: Index of the “center” of the rolling
window (before + 1L).
Currently, only one method to calculate weights is supported:
"inverseDistance". The distance d of the “center” is one
and each time step away from the “center” adds one to it. So, for
example, the distance of a timestamp three steps away from the
“center” is four. Additionally, the calculation of the weights
accepts a power p parameter as a named element of a list
provided through the parameters argument:
1 / d^p.
Returns a DTSg object.
# new DTSg object x <- DTSg$new(values = flow) # calculate a moving average ## R6 method x$rollapply(fun = mean, na.rm = TRUE, before = 2, after = 2) ## S3 method rollapply(x = x, fun = mean, na.rm = TRUE, before = 2, after = 2)
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