[R] calculate a "rolling mean" including standard deviation

Tagmarie Ramgad82 at gmx.net
Mon Dec 17 15:55:15 CET 2012

Hello everyone, 

I have a data frame somewhat like this one: 

myframe <- data.frame (Timestamp=c( "24.09.2012 06:00", "24.09.2012 07:00",
"24.09.2012 08:00", 
                                    "24.09.2012 09:00", "24.09.2012 10:00",
"24.09.2012 11:00", 
                                    "24.09.2012 12:00", "24.09.2012 13:00",
"24.09.2012 14:00"),
                        distance =c(9,9,9,4,5,9,4,5,5 ) )
myframestime <- as.POSIXct (strptime(as.character(myframe$Timestamp),
"%d.%m.%Y %H:%M"), tz="GMT")
myframe2 <- cbind (myframestime, myframe)
myframe2$Timestamp <- NULL  

This is what I want to do: 
1.) calculate the mean and the standard deviation for "distance" from the
last too rows (at 13:00 and 14:00)
2.) compare the value for distance one row earlier (12:00). If that value is
in the range of the previously calculated mean + sd I want to include the
value and calculate a new mean and a new sd. If there is one value which is
not in the range I want to exclude/ignore the value. If there are two
subsequent values which are not in the range then I want to stopp the
calculation (or at least mark the point by including e.g. NAs). 

Does anyone know how to do that? 

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