Apply a function over subsequences of 2 vector-like objects
shiftApply loops and applies a function overs subsequences
of vector-like objects X and Y.
shiftApply(SHIFT, X, Y, FUN, ..., OFFSET=0L, simplify=TRUE, verbose=FALSE)
SHIFT |
A non-negative integer vector of shift values. |
X, Y |
The vector-like objects to shift. |
FUN |
The function, found via |
... |
Further arguments for |
OFFSET |
A non-negative integer offset to maintain throughout the shift operations. |
simplify |
A logical value specifying whether or not the result should be simplified to a vector or matrix if possible. |
verbose |
A logical value specifying whether or not to
print the |
Let i be the indices in SHIFT,
X_i = window(X, 1 + OFFSET, length(X) - SHIFT[i]), and
Y_i = window(Y, 1 + SHIFT[i], length(Y) - OFFSET).
shiftApply calculates the set of FUN(X_i, Y_i, ...) values
and returns the results in a convenient form.
set.seed(0)
lambda <- c(rep(0.001, 4500), seq(0.001, 10, length = 500),
seq(10, 0.001, length = 500))
xRle <- Rle(rpois(1e7, lambda))
yRle <- Rle(rpois(1e7, lambda[c(251:length(lambda), 1:250)]))
cor(xRle, yRle)
shifts <- seq(235, 265, by=3)
corrs <- shiftApply(shifts, yRle, xRle, FUN=cor)
cor(xRle, yRle)
shiftApply(249:251, yRle, xRle,
FUN=function(x, y) var(x, y) / (sd(x) * sd(y)))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.