[r] Calculating moving average

In data.table 1.12.0 new frollmean function has been added to compute fast and exact rolling mean carefully handling NA, NaN and +Inf, -Inf values.

As there is no reproducible example in the question there is not much more to address here.

You can find more info about ?frollmean in manual, also available online at ?frollmean.

Examples from manual below:

library(data.table)
d = as.data.table(list(1:6/2, 3:8/4))

# rollmean of single vector and single window
frollmean(d[, V1], 3)

# multiple columns at once
frollmean(d, 3)

# multiple windows at once
frollmean(d[, .(V1)], c(3, 4))

# multiple columns and multiple windows at once
frollmean(d, c(3, 4))

## three above are embarrassingly parallel using openmp

Examples related to r

How to get AIC from Conway–Maxwell-Poisson regression via COM-poisson package in R? R : how to simply repeat a command? session not created: This version of ChromeDriver only supports Chrome version 74 error with ChromeDriver Chrome using Selenium How to show code but hide output in RMarkdown? remove kernel on jupyter notebook Function to calculate R2 (R-squared) in R Center Plot title in ggplot2 R ggplot2: stat_count() must not be used with a y aesthetic error in Bar graph R multiple conditions in if statement What does "The following object is masked from 'package:xxx'" mean?

Examples related to moving-average

Moving Average Pandas How to calculate rolling / moving average using NumPy / SciPy? Moving average or running mean How to calculate moving average without keeping the count and data-total? Calculate rolling / moving average in C++ Calculating moving average

Examples related to r-faq

What does "The following object is masked from 'package:xxx'" mean? What does "Error: object '<myvariable>' not found" mean? How do I deal with special characters like \^$.?*|+()[{ in my regex? What does %>% function mean in R? How to plot a function curve in R Use dynamic variable names in `dplyr` Error: unexpected symbol/input/string constant/numeric constant/SPECIAL in my code How should I deal with "package 'xxx' is not available (for R version x.y.z)" warning? How to select the row with the maximum value in each group R data formats: RData, Rda, Rds etc