FAQ Database Discussion Community


Create a 7-day rolling mean by Group

r,function,data.table,moving-average
I want to create a 7-day rolling mean for a daily physical training load over a year calculated for each athlete in a training group. The data set is called 'daily.load'. The vectors are: 'Date', 'Name', 'Total.Load' The ideal end result would be a rolling 7-day mean for 'Total.Load' as...

Why is zoo::rollmean slow compared to a simple Rcpp implementation?

r,zoo,moving-average
zoo::rollmean is a helpful function that returns the rolling mean of a time series; for vector x of length n and window size k it returns the vector c(mean(x[1:k]), mean(x[2:(k+1)]), ..., mean(x[(n-k+1):n])). I noticed that it seemed to be running slowly for some code I was developing, so I wrote...

What's wrong with my nested for loop in R?

r,for-loop,matrix,average,moving-average
fname = file.choose() two = read.csv(fname.header=T) rec = two$Receipt del = two$Delivery date = two$Date net = rec-del yrec = matrix(rec,nrow=365,ncol=4,byrow=F) ydel = matrix(del,nrow=365,ncol=4,byrow=F) ynet = matrix(net,nrow=365,ncol=4,byrow=F) yrecsum = 0 yrecavg = 0 for(i in 1:4) { for(j in 1:365) { yrecsum[i] = yrecsum[i]+yrec[j,i] } yrecavg[i] = yrecsum[i]/365 } So...

I tried coding my own simple moving average in C++

c++,algorithm,while-loop,nested-loops,moving-average
I want a function that works. I believe my logic is correct, thus my (vector out of range error) must be coming from the lack of familiarity and using the code correctly. I do know that there is long code out there for this fairly simple algorithm. Please help...

How to efficiently compute average on the fly (moving average)?

algorithm,math,average,moving-average
I come up with this n=1; curAvg = 0; loop{ curAvg = curAvg + (newNum - curAvg)/n; n++; } I think highlights of this way are: - It avoids big numbers (and possible overflow if you would sum and then divide) - you save one register (not need to store...

SQL workaround to substitute FOLLOWING / PRECEEDING in PostgreSQL 8.4

sql,postgresql,window-functions,postgresql-8.4,moving-average
I have a query that does a basic moving average using the FOLLOWING / PRECEDING syntax of PostgreSQL 9.0. To my horror I discovered our pg server runs on 8.4 and there is no scope to get an upgrade in the near future. I am therefore looking for the simplest...

VHDL average of Array through for loop

arrays,for-loop,vhdl,moving-average
I have an Array of X Integer values in VHDL declared as a variable inside a process. I would like to calculate the average of all Values in a for loop. If I write it out for 3 Values manually everything works fine (tested on hardware): entity MyEntity is Port(...

rollmean length of timeseries

r,time-series,mean,moving-average
I have a time series of regular 15 minute data intervals and I want to take a rolling average of the data for every 2 hours, hence the width of the rollmean interval would be 8. The only issue is that the length of the original time series that I...

Calculating EMA from an array of closing prices (nodejs)?

arrays,node.js,average,stocks,moving-average
I have an array of daily closing prices for a stock (historical data) formatted as such: var close = [39, 40.133, 38.23, .... , 45.38] these are in order chronologically by date. I am trying to make an array of EMA (exponential moving average) values of the closing price to...