Re: moving median in S without looping

[John Fox <jfox@mcmaster.ca>]

Dear Markus,

You could use the following function (which loops only over the span of the 
median, not over the data):
    running.median <- function(x, lag){
        n <- length(x)
        X <- matrix(0, n, lag)
        for (i in 1:lag) X[1:(n-i), i] <- x[-(1:i)]
        apply(X, 1, median)[1:(n-lag)]
        }

(You might also want to take a look at the smooth() function.)

I hope that this helps,
 John

At 01:49 PM 1/20/2003 -0500, you wrote:
> Hello,
> does anyone know how to compute a moving median in Splus without using
> explicit looping ?
>
> Thanks so much,
>
> Markus
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-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox@mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox
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