Rolling window with overlapping observations:

  • slide() always returns a list.

  • slide_lgl(), slide_int(), slide_dbl(), slide_chr() use the same arguments as slide(), but return vectors of the corresponding type.

  • slide_dfr() & slide_dfc() return data frames using row-binding & column-binding.

slide(.x, .f, ..., .size = 1, .fill = NA, .partial = FALSE,
  .align = "right", .bind = FALSE)

slide_dfr(.x, .f, ..., .size = 1, .fill = NA, .partial = FALSE,
  .align = "right", .bind = FALSE, .id = NULL)

slide_dfc(.x, .f, ..., .size = 1, .fill = NA, .partial = FALSE,
  .align = "right", .bind = FALSE)

Arguments

.x

An object to slide over.

.f

A function, formula, or atomic vector.

If a function, it is used as is.

If a formula, e.g. ~ .x + 2, it is converted to a function. There are three ways to refer to the arguments:

  • For a single argument function, use .

  • For a two argument function, use .x and .y

  • For more arguments, use ..1, ..2, ..3 etc

This syntax allows you to create very compact anonymous functions.

If character vector, numeric vector, or list, it is converted to an extractor function. Character vectors index by name and numeric vectors index by position; use a list to index by position and name at different levels. Within a list, wrap strings in get-attr() to extract named attributes. If a component is not present, the value of .default will be returned.

...

Additional arguments passed on to .f.

.size

An integer for window size. If positive, moving forward from left to right; if negative, moving backward (from right to left).

.fill

A value to fill at the left of the data range (NA by default). NULL means no filling.

.partial

if TRUE, partial sliding.

.align

Align index at the "right", "centre"/"center", or "left" of the window. If .size is even for center alignment, "centre-right" & "centre-left" is needed.

.bind

If .x is a list, should .x be combined before applying .f? If .x is a list of data frames, row binding is carried out.

.id

If not NULL a variable with this name will be created giving either the name or the index of the data frame.

Details

The slide() function attempts to tackle more general problems using the purrr-like syntax. For some specialist functions like mean and sum, you may like to check out for RcppRoll for faster performance.

slide() is intended to work with list (and column-wise data frame). To perform row-wise sliding window on data frame, please check out pslide().

  • .partial = TRUE allows for partial sliding. Window contains observations outside of the vector will be treated as value of .fill, which will be passed to .f.

  • .partial = FALSE restricts calculations to be done on complete sliding windows. Window contains observations outside of the vector will return the value .fill.

See also

  • future_slide for parallel processing

  • tile for tiling window without overlapping observations

  • stretch for expanding more observations

Other sliding window functions: slide2

Examples

x <- 1:5 lst <- list(x = x, y = 6:10, z = 11:15) slide_dbl(x, mean, .size = 2)
#> [1] NA 1.5 2.5 3.5 4.5
slide_dbl(x, mean, .size = 2, align = "center")
#> [1] NA 1.5 2.5 3.5 4.5
slide_lgl(x, ~ mean(.) > 2, .size = 2)
#> [1] NA FALSE TRUE TRUE TRUE
slide(lst, ~ ., .size = 2)
#> [[1]] #> [1] NA #> #> [[2]] #> [[2]]$x #> [1] 1 2 3 4 5 #> #> [[2]]$y #> [1] 6 7 8 9 10 #> #> #> [[3]] #> [[3]]$y #> [1] 6 7 8 9 10 #> #> [[3]]$z #> [1] 11 12 13 14 15 #> #>