计算运行中位数时缺少值? [英] missing value when calculating running medians?

问题描述

我想消除一个时间序列，以避免虚假的抖动/错误.换句话说，我想进行一些非常局部的鲁棒平滑处理.

I would like to smooth out a time series to avoid spurious jitter/error. In other words I want to do some very local robust smoothing.

我在动物园包装中遇到了rollmean和rollmedian，但是遇到了问题，因为我的载体中有NA.然后我在某个地方读到那些动物园功能使用了runmed，这就是问题所在.

I came across rollmean and rollmedian in the zoo package but ran into a problem because my vector had a NA in it. I then read somewhere that those zoo functions use runmed and therein lies the problem.

==示例==

median(c(1,1,1,2,2,2,7,NA,1,2,3,10,10,10),na.rm = TRUE)
runmed(c(1,1,1,2,2,2,7,NA,1,2,3,10,10,10),k=3)

第一行返回2，但如果不包括na.rm = TRUE，则返回NA.第二行返回Error in runmed(c(1, 1, 1, 2, 2, 2, 7, NA, 1, 2, 3, 10, 10, 10), k = 3) : NA/NaN/Inf in foreign function call (arg 1).无法在行中添加na.rm参数.

The first line returns 2, but would have returned NA if na.rm = TRUE was not included. The second line returns Error in runmed(c(1, 1, 1, 2, 2, 2, 7, NA, 1, 2, 3, 10, 10, 10), k = 3) : NA/NaN/Inf in foreign function call (arg 1). There is no way to add a na.rm argument to the line.

如何运行以处理NA?顺便说一句，rollmean返回的向量在NA之前都是正确的，然后为每个值返回NA.

How can I get runmed to handle the NA? By the way, rollmean returns a vector which is correct up to the NA and then returns NA for every value thereafter.

推荐答案

使用na.omit

runmed(na.omit(c(1,1,1,2,2,2,7,NA,1,2,3,10,10,10)),k=3)
# [1]  1  1  1  2  2  2  2  2  2  3 10 10 10
#attr(,"k")
#[1] 3

或使用 zoo 中的na.*函数之一(na.locf，na.approx，na.spline，na.aggregate等) 例如

Or use one of the na.* functions from zoo (na.locf, na.approx, na.spline, na.aggregate, etc) e.g.

runmed(na.locf(c(1,1,1,2,2,2,7,NA,1,2,3,10,10,10)),k=3)
#[1]  1  1  1  2  2  2  7  7  2  2  3 10 10 10
#attr(,"k")
#[1] 3

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