How to calculate 7-day moving average in R?

Question

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 pu

Answer 1

?rollmean says:

character specifying whether the index of the result should be left- or right-aligned or centered (default) compared to the rolling window of observations.

Let's look at a few different examples. I'll use rollmax, since it's results are a little easier/faster to see than (say) rollmean. Also, since I think padding helps the visualization, I'll include fill=NA, ensuring that all returns are the same length as the input. Lastly, I'll rbind them for vertical alignment.

set.seed(4)
vec <- sample(100, size = 15)

In the first window of width 5, it looks at the values between 59 and 79. The max is 79, and with align="left", it places the result in the far left of the original vector's placement.

rbind(vec) # illustrative
#      [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [,15]
# vec    59    1   29   27   79   25   69   85   88     7    68    26     9    84    36
###      ^^^^^^^^^^^^^^^^^^^^^^ numbers considered in first window
###                          ^^ results go in this position when align="right"
###                ^^ results go in this position when align="center"
###      ^^ results go in this position when align="left"

So looking at all three, notice where the 79 goes ... and where the NA pad.

rbind(
  vec = vec,
  left = rollmax(vec, k=5, align="left", fill=NA),
  center = rollmax(vec, k=5, align="center", fill=NA),
  right = rollmax(vec, k=5, align="right", fill=NA)
)
#        [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9] [,10] [,11] [,12] [,13] [,14] [,15]
# vec      59    1   29   27   79   25   69   85   88     7    68    26     9    84    36
# left     79   79   79   85   88   88   88   88   88    84    84    NA    NA    NA    NA
# center   NA   NA   79   79   79   85   88   88   88    88    88    84    84    NA    NA
# right    NA   NA   NA   NA   79   79   79   85   88    88    88    88    88    84    84