- 1. moving median in S without looping (score: 1)
- Author: "Loecher, Markus" <Markus.Loecher@scr.siemens.com>
- Date: Mon, 20 Jan 2003 13:49:43 -0500
- does anyone know how to compute a moving median in Splus without using explicit looping ? Thanks so much, Markus
- /archives/html/s-news/2003-01/msg00104.html (7,021 bytes)
- 2. Re: moving median in S without looping (score: 1)
- Author: John Fox <jfox@mcmaster.ca>
- Date: Tue, 21 Jan 2003 08:39:16 -0500
- 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 i
- /archives/html/s-news/2003-01/msg00107.html (8,625 bytes)
- 3. Re: moving median in S without looping (score: 1)
- Author: David Brahm <brahm@alum.mit.edu>
- Date: Tue, 21 Jan 2003 11:13:09 -0500
- I wrote a C program and an interface to R that computes running medians (for N odd) of matrix columns (also works for a single vector). You'll have to modify the interface for S-Plus. You can find th
- /archives/html/s-news/2003-01/msg00111.html (10,003 bytes)
- 4. Re: moving median in S without looping (score: 1)
- Author: "Warnes, Gregory R" <gregory_r_warnes@groton.pfizer.com>
- Date: Tue, 21 Jan 2003 11:56:04 -0500
- And to complete the bevy of options, here is my code (part of the R gregmisc package) for computing running values of arbitrary functions. It also works fine in S-Plus. -Greg -- start of code -- "run
- /archives/html/s-news/2003-01/msg00113.html (11,225 bytes)
- 5. Re: moving median in S without looping (score: 1)
- Author: Eric Zivot <ezivot@u.washington.edu>
- Date: Tue, 21 Jan 2003 13:13:43 -0800 (PST)
- In splus 6 and above, the function aggregateSeries may be used to computing a rolling median of a timeSeries over a rolling window of length myWindow: rollingMedians = aggregateSeries(myTimeSeries,fu
- /archives/html/s-news/2003-01/msg00116.html (8,999 bytes)
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