如何计算R中的7天移动平均线? [英] How to calculate 7-day moving average in R?

问题描述

我正在使用 zoo 包的 rollmean 函数来计算一个简单的 7 天移动平均线.该函数有一个参数 align，如果我输入right"、center"或left"，它会更改值.它们有什么区别?

I'm using the rollmean function of zoo package to calculate a simple 7-day moving average. The function has an argument align and if I put "right", "center" or "left" it changes the values. What's the difference between them?

示例代码:

test <- sample(1:50)
data <- rollmean(test, 7, fill = list(NA, NULL, NA), align = "right")

test <- cbind(test, data)

推荐答案

我认为将所有 3 个结果并排查看很有启发性:

I think it is instructive to see the results of all 3 next to each other:

library(zoo)
means <- sapply(c("right","center","left"),
                function(x)zoo::rollmean(test,7,align = x, na.pad = TRUE))
cbind(test,means)
      test    right   center     left
 [1,]    6       NA       NA 19.28571
 [2,]   50       NA       NA 21.42857
 [3,]   11       NA       NA 15.28571
 [4,]   16       NA 19.28571 15.00000
 [5,]    1       NA 21.42857 19.42857
 [6,]   26       NA 15.28571 25.28571
 [7,]   25 19.28571 15.00000 22.71429
 [8,]   21 21.42857 19.42857 24.42857
 [9,]    7 15.28571 25.28571 22.00000
[10,]    9 15.00000 22.71429 23.42857
...
[40,]   41 27.28571 31.85714 33.57143
[41,]   49 29.42857 31.71429 33.85714
[42,]   35 33.71429 31.42857 30.00000
[43,]   20 31.85714 33.57143 26.85714
[44,]   44 31.71429 33.85714 25.42857
[45,]   28 31.42857 30.00000       NA
[46,]   18 33.57143 26.85714       NA
[47,]   43 33.85714 25.42857       NA
[48,]   22 30.00000       NA       NA
[49,]   13 26.85714       NA       NA
[50,]   10 25.42857       NA       NA

这篇关于如何计算R中的7天移动平均线?的文章就介绍到这了，希望我们推荐的答案对大家有所帮助，也希望大家多多支持IT屋！