[R] moving mean and moving variance functions

From: Steve Friedman <skfglades_at_gmail.com>
Date: Mon, 04 Apr 2011 08:30:43 -0400


Lets say as an example I have a dataframe with the following attributes: rownum(1:405), colnum(1:287), year(2000:2009), daily(rownum x colnum x year) and foragePotential (0:1, by 0.01). The data is actually stored in a netcdf file and I'm trying to provide a conceptual version of the data.

Ok. I need to calculate a moving mean and a moving variance for each cell on the following temporal
windows - 7 day, 14 day, and 28 day. So far I have code for the moving average.

ma <- function(x , n) {

          filter(x, rep(1/n, n), sides = 1)
      }   # note that when the function is used, n is defined for the
temporal period (7, 14, and 28), and x is the input variable.

ma7 <- ma(dat, 7) # where dat is accessing the foraging potential of the birds.
ma14 <- ma(dat, 14)
ma28 <- ma(dat, 28)

This works fine. What I don't have is the code for a moving variance.

filter in the function above is included in the stats package and conducts a linear filtering on a Time Series.

Is there comparable code some place in R for a moving variance?

Thanks in advance.


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