Calculating moving average

r moving-average r-faq
Jared picture Jared · Apr 13, 2009 · Viewed 258.7k times · Source

I'm trying to use R to calculate the moving average over a series of values in a matrix. The normal R mailing list search hasn't been very helpful though. There doesn't seem to be a built-in function in R will allow me to calculate moving averages. Do any packages provide one? Or do I need to write my own?

Answer

Matti Pastell picture Matti Pastell · Feb 1, 2011

Or you can simply calculate it using filter, here's the function I use:

ma <- function(x, n = 5){filter(x, rep(1 / n, n), sides = 2)}

If you use dplyr, be careful to specify stats::filter in the function above.

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