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Moving Average

Source: R/moving_average.R
moving_average.Rd

This function calculates the moving average of a time series.

Usage

moving_average(timeseries, window)

Arguments

timeseries

Vector of doubles representing a timeseries.

window

Double, the time-window to average over (in timesteps).

Value

A vector of doubles (average over the window).

Author

Marina Papadopoulou m.papadopoulou.rug@gmail.com

Examples

bs <- rnorm(20, mean = 10, sd = 1)
moving_average(bs, 5)
#>  [1]        NA        NA 10.306572 10.393398 10.427592 10.509909 10.545439
#>  [8] 10.413849 10.421362 10.232866 10.164247  9.935881  9.962680  9.637138
#> [15]  9.492945  9.878210  9.865523        NA        NA        NA