R - cummean结合加权.mean

时间:2016-11-29 09:34:48

标签: r

问题相当简单,不确定解决方案。我想要做的示例代码是:

library(dplyr)
# initialize a
a = c(5, 6, 8, 9, 10, 15, 7, 9)

# run cummean from dplyr, result
round(cummean(a), digits = 2)

[1] 5.00 5.50 6.33 7.00 7.60 8.83 8.57 8.62

# run weighted.mean from base r, with weights passed as 2nd param
weighted.mean(a, seq(1, length(a), by = 1) / sum(seq(1, length(a), by = 1)))

[1] 9.388889

这里我的问题有点不同。我想计算一个由不同权重加权的cummean向量。为了显示目的而构建我自己的功能,并了解我正在寻找的结果:

round(weighted.cummean(a), digits = 2)

[1] 5.00, 5.67, 6.83, 7.70, 8.47, 10.33, 9.50, 9.39

有关如何计算这些值的参考,您可以在循环中使用weighted.mean为每次计算运行此for循环:

b = c()
for(i in 1:length(a)) {
  weights = seq(1, i, by = 1) / sum(seq(1, i, by = 1))
  b = c(b, weighted.mean(a[1:i], weights))
}

我想我的问题总结为 - 我们可以使用cummean或类似于cummean的函数将weighted.mean for-loop转换为1行代码吗?

谢谢!

1 个答案:

答案 0 :(得分:6)

试试这些:

w <- seq_along(a)

cumsum(a * w) / cumsum(w)
## [1]  5.000000  5.666667  6.833333  7.700000  8.466667 10.333333  9.500000  9.388889

sapply(seq_along(a), function(i) weighted.mean(head(a, i), head(w, i)))
## [1]  5.000000  5.666667  6.833333  7.700000  8.466667 10.333333  9.500000  9.388889

out <- a; for(i in seq_along(a)) out[i] <- weighted.mean(head(a, i), head(w, i)); out
## [1]  5.000000  5.666667  6.833333  7.700000  8.466667 10.333333  9.500000  9.388889

library(dplyr)
cummean(a * w) / cummean(w)
## [1]  5.000000  5.666667  6.833333  7.700000  8.466667 10.333333  9.500000  9.388889

library(zoo)
rollapplyr(a, seq_along(a), function(x) weighted.mean(x, head(w, length(x))))
## [1]  5.000000  5.666667  6.833333  7.700000  8.466667 10.333333  9.500000  9.388889