[R] Moving average

Sean Davis sdavis2 at mail.nih.gov
Thu Jun 16 14:14:35 CEST 2005


On Jun 16, 2005, at 8:04 AM, Bernard L. Dillard wrote:

> Good morning all!
>
> I am attempting to superimpose a moving-average smoother onto a graph  
> of
> daily plots.  These plots (in table[,2] below) span about 350 days and
> looks very noisy.  I'd like for this smoother to plot the average of  
> each
> group of 7 consecutive days (weekly) and show a line which joins these
> series of averages.  Given the definition of MA, the first and last  
> points
> will generally overlap in the average calculation.
>
> It's probably a one-liner, but I still am having some problems with the
> syntax.  The only part I have correct is the "lines" statement to  
> ensure
> it overlays my original graph.
>
> Here's the code I have thus far:
>
> y <- table[,2]
> plot(y,type="l",lty=3)
> lines( ......)  {moving average code here to be placed here}
>
> Any time series gurus out there?  Be gentle.  I'm an R beginner.

R site search is your friend:

http://finzi.psych.upenn.edu/cgi-bin/namazu.cgi? 
query=moving+window&max=20&result=normal&sort=score&idxname=functions&id 
xname=docs&idxname=Rhelp02a

Sean




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