zoo_smooth_window function

Rolling Window Smoothing of Zoo Time Series

Just a fancy wrapper for zoo::rollapply().

zoo_smooth_window(x = NULL, window = 3, f = mean, ...)

Arguments

• x: (required, zoo object) Time series to smooth Default: NULL
• window: (optional, integer) Smoothing window width, in number of cases. Default: 3
• f: (optional, quoted or unquoted function name) Name of a standard or custom function to aggregate numeric vectors. Typical examples are mean, max,min, median, and quantile. Default: mean.
• ...: (optional, additional arguments) additional arguments to f.

Returns

zoo object

Examples

x <- zoo_simulate()

x_smooth <- zoo_smooth_window(
  x = x,
  window = 5,
  f = mean
)

if(interactive()){
  zoo_plot(x)
  zoo_plot(x_smooth)
}

See Also

Other zoo_functions: zoo_aggregate(), zoo_name_clean(), zoo_name_get(), zoo_name_set(), zoo_permute(), zoo_plot(), zoo_resample(), zoo_smooth_exponential(), zoo_time(), zoo_to_tsl(), zoo_vector_to_matrix()