CODEWITHSUNDEEP
rzoorollapply
mr.T
mr.T

Reputation: 634

matrix with multiple sliding windows, an effective alternative zoo::rollapplyr()

I'm looking for an efficient solution (preferably C++) to replace this code:

m <- cbind(x1=1:10,x2=1:10,x3=1:10)
width=3
rol_m <- zoo::rollapplyr(m, width=width, c, fill=NA)
colnames(rol_m) <- sapply(colnames(m), rep, width) |> c() |> make.unique()

      x1 x1.1 x1.2 x2 x2.1 x2.2 x3 x3.1 x3.2
 [1,] NA   NA   NA NA   NA   NA NA   NA   NA
 [2,] NA   NA   NA NA   NA   NA NA   NA   NA
 [3,]  1    2    3  1    2    3  1    2    3
 [4,]  2    3    4  2    3    4  2    3    4
 [5,]  3    4    5  3    4    5  3    4    5
 [6,]  4    5    6  4    5    6  4    5    6
 [7,]  5    6    7  5    6    7  5    6    7
 [8,]  6    7    8  6    7    8  6    7    8
 [9,]  7    8    9  7    8    9  7    8    9
[10,]  8    9   10  8    9   10  8    9   10

This code simply builds a matrix with a sliding window for each column m.

Also important to me is the fill=NA argument.

And it is advisable to save the column names.

Is there a package that contains an effective implementation of something like this?

Upvotes: 0

Views: 50

Answers (1)

mr.T
mr.T

Reputation: 634

effective rollapply alternative is written in C++

m <- cbind(x1=1:10,x2=1:10,x3=1:10)
width=3

library(runner)
runner(m, k=width, f=c, na_pad = T) |> do.call(what="rbind")

      [,1] [,2] [,3] [,4] [,5] [,6] [,7] [,8] [,9]
 [1,]   NA   NA   NA   NA   NA   NA   NA   NA   NA
 [2,]   NA   NA   NA   NA   NA   NA   NA   NA   NA
 [3,]    1    2    3    1    2    3    1    2    3
 [4,]    2    3    4    2    3    4    2    3    4
 [5,]    3    4    5    3    4    5    3    4    5
 [6,]    4    5    6    4    5    6    4    5    6
 [7,]    5    6    7    5    6    7    5    6    7
 [8,]    6    7    8    6    7    8    6    7    8
 [9,]    7    8    9    7    8    9    7    8    9
[10,]    8    9   10    8    9   10    8    9   10

Upvotes: 0

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