Gabor Grothendieck <ggrothendieck <at> myway.com> writes:
> movingWindow <- function(formula, data, width, ...) {
> nr <- nrow(data)
> width <- as.integer(width)[1]
> stopifnot( width > 0, width <= nr )
> indices <- as.data.frame( t( embed( 1:nr, width ) ) )
> lapply(indices, function(st) summary(lm(formula, data[st,])) )
> }
>
Just one further simplification using apply instead of lapply to
eliminate having to transform embed:
movingWindow <- function(formula, data, width, ...) {
nr <- nrow(data)
width <- as.integer(width)[1]
stopifnot( width > 0, width <= nr )
apply( embed(1:nr, width), 1, # rows are indices of successive windows
function(st) summary(lm(formula, data[st,])) )
}
This could also be used in movingWindow2, as well.
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