Calculating moving average

Question

I\'m trying to use R to calculate the moving average over a series of values in a matrix. The normal R mailing list search hasn\'t been very helpful though. There doesn\'t s

Answer 1

In order to complement the answer of cantdutchthis and Rodrigo Remedio;

moving_fun <- function(x, w, FUN, ...) {
  # x: a double vector
  # w: the length of the window, i.e., the section of the vector selected to apply FUN
  # FUN: a function that takes a vector and return a summarize value, e.g., mean, sum, etc.
  # Given a double type vector apply a FUN over a moving window from left to the right, 
  #    when a window boundary is not a legal section, i.e. lower_bound and i (upper bound) 
  #    are not contained in the length of the vector, return a NA_real_
  if (w < 1) {
    stop("The length of the window 'w' must be greater than 0")
  }
  output <- x
  for (i in 1:length(x)) {
     # plus 1 because the index is inclusive with the upper_bound 'i'
    lower_bound <- i - w + 1
    if (lower_bound < 1) {
      output[i] <- NA_real_
    } else {
      output[i] <- FUN(x[lower_bound:i, ...])
    }
  }
  output
}

# example
v <- seq(1:10)

# compute a MA(2)
moving_fun(v, 2, mean)

# compute moving sum of two periods
moving_fun(v, 2, sum)