simple.lag {UsingR} | R Documentation

## applies function to moving subsets of a data vector

### Description

Used to apply a function to subsets of a data vector. In particular, it is used to find moving averages over a certain "lag" period.

### Usage

    simple.lag(x, lag, FUN = mean)

### Arguments

`x` | a data vector
`lag` | the lag amount to use.
`FUN` | a function to apply to the lagged data. Defaults to mean

### Details

The function FUN is applied to the data x[(i-lag):i] and assigned to the (i-lag)th component of the return vector. Useful for finding moving averages.

### Value

returns a vector.

### Author(s)

Provided to R help list by Martyn Plummer

### See Also

filter

### Examples

    ## find a moving average of the dow daily High
    data(dowdata)
    lag = 50; n = length(dowdata$High)
    plot(simple.lag(dowdata$High,lag),type="l")
    lines(dowdata$High[lag:n])

[Package UsingR version 0.1-4 Index]