Moving average

A weighted moving average over a set of cases, TDA's sma.

Usage

tda_sma(
  x,
  width = NULL,
  weights = NULL,
  options = list(),
  dir = tempfile("tda")
)

Arguments

x

the variable to average.

width

an odd window size for an equal-weight moving average, e.g. 3 for the average of each case with its immediate neighbour on each side. Give this or weights, not both.

weights

TDA's half-kernel directly (see above), for an unequal-weight window – c(0.5, 0.25) for a 3-point window weighted 0.25, 0.5, 0.25.

options

a named list of further TDA options, passed through: opt = 1 (default) or 2 for how the ends are handled, r= a repeat factor.

dir

working directory.

Value

An object carrying a table: the case index, the original value, and the smoothed value.

Details

gss= is TDA's weight specification, and it takes only half a symmetric kernel: the centre weight followed by the weights moving out to one side, mirrored automatically to build the full window – c(1, 1) becomes the three weights 1, 1, 1; c(1, 1, 1) becomes five, 1, 1, 1, 1, 1. There is no tp= at all: a plain equal-weight window over consecutive cases is what sma does, not a smooth over a separate time axis. Weights that sum to 1 give an ordinary average, matching zoo::rollmean() for the equal-weight case aside from TDA's own end-value rule where rollmean would give NA.

See also

Other smoothing: tda_integrate(), tda_interp(), tda_isotonic(), tda_mat(), tda_smd(), tda_spl()

Examples

x <- c(1, 2, 3, 10, 5, 6, 7, 8, 9, 10)
tda_sma(x, width = 3)$table       # equal-weight 3-point average
#>    sel index value smoothed
#> 1    0     1     1        1
#> 2    0     2     2        2
#> 3    0     3     3        5
#> 4    0     4    10        6
#> 5    0     5     5        7
#> 6    0     6     6        6
#> 7    0     7     7        7
#> 8    0     8     8        8
#> 9    0     9     9        9
#> 10   0    10    10       10
tda_sma(x, weights = c(0.5, 0.25))$table  # weighted 0.25, 0.5, 0.25
#>    sel index value smoothed
#> 1    0     1     1      1.0
#> 2    0     2     2      2.0
#> 3    0     3     3      4.5
#> 4    0     4    10      7.0
#> 5    0     5     5      6.5
#> 6    0     6     6      6.0
#> 7    0     7     7      7.0
#> 8    0     8     8      8.0
#> 9    0     9     9      9.0
#> 10   0    10    10     10.0