滚动应用中的对齐方式和偏移量 [英] alignment and offsets in rollapply

问题描述

我正在尝试计算移动窗口的一些统计信息，并在Zoo软件包中使用rollapply.我的问题是我如何滚动应用该函数以将其应用到先前的n个观测值，而不是当前的观测值和先前的n-1个观测值，就像右对齐一样.

I am trying to calculate some statistics for a moving window and am using rollapply in the zoo package. My question is how do I get rollapply to apply that function to the previous n observations instead of the current observation and the previous n-1 observations as align right seems to do.

require(zoo)
z <- data.frame(x1=11:111, x2=111:211, x3=as.Date(31:131))#generate data
output<-data.frame(dates=z$x3,
                   rollapply(z[,1:2],by.column=TRUE, 5, max, fill=NA, align='right'))

我有一个预感，可以用?rollapply来回答:如果width是一个纯数字矢量，则将其元素视为与align一起解释的宽度，而如果width是一个列表，则将其分量视为偏移量.在上面例如，如果width的长度为1，则将按每个by-by点循环使用width.如果width是一个列表，则其分量表示整数偏移量，以使列表的第i个分量表示位置i + width [[一世]]."但是我不知道这对于R代码意味着什么，没有提供示例.

I have a hunch this is answered by ?rollapply "If width is a plain numeric vector its elements are regarded as widths to be interpreted in conjunction with align whereas if width is a list its components are regarded as offsets. In the above cases if the length of width is 1 then width is recycled for every by-th point. If width is a list its components represent integer offsets such that the i-th component of the list refers to time points at positions i + width[[i]]." But I have no idea what that means in terms of R code an no example is provided.

推荐答案

没关系，我破译了帮助".像这样将参数width添加到rollapply:

Nevermind, I deciphered the 'help.' Adding the parameter width to rollapply like this:

     width=list(-1:-5) 

完成它.

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