applies function to moving subsets of a data vector
Used to apply a function to subsets of a data vector. In particular, it is used to find moving averages over a certain "lag" period.
simple.lag(x, lag, FUN = mean)
x |
a data vector |
lag |
the lag amount to use. |
FUN |
a function to apply to the lagged data. Defaults to mean |
The function FUN is applied to the data x[(i-lag):i] and assigned to the (i-lag)th component of the return vector. Useful for finding moving averages.
returns a vector.
Provided to R help list by Martyn Plummer
filter
## find a moving average of the dow daily High data(dowdata) lag = 50; n = length(dowdata$High) plot(simple.lag(dowdata$High,lag),type="l") lines(dowdata$High[lag:n])
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