Calculating moving average

Question

I'm trying to use R to calculate the moving average over a series of values in a matrix. The normal R mailing list search hasn't been very helpful though. There doesn't seem to be a built-in function in R will allow me to calculate moving averages. Do any packages provide one? Or do I need to write my own?

Answer 1

You can use the functions from the zoo package to find the rolling means/maximums/medians/sums as follows:

library("zoo")

z.Date <- as.Date(paste(2017, rep(5:9), sample(1:28, 10), sep = "-"))

z.Date

x <- zoo(rnorm(12), z.Date)

rollmean(z, 3)

rollmax(z, 3)

rollmedian(z, 3)

rollsum(z, 3)

Output:

rollmean(z, 3)

      v1 v2 v3

 [1,]  2 2 2

 [2,]  3 3 3

 [3,]  4 4 4

 [4,]  5 5 5

 [5,]  6 6 6

 [6,]  7 7 7

 [7,]  8 8 8

 [8,]  9 9 9

 [9,] 10 10 10

[10,] 11 11 11

[11,] 12 12 12

[12,] 13 13 13

[13,] 14 14 14

[14,] 15 15 15

[15,] 16 16 16

[16,] 17 17 17

[17,] 18 18 18

[18,] 19 19 19

You can also use functions available in TTR and forecast packages to calculate moving averages in R.