The diff function in R returns suitably lagged and iterated differences.
x = c(1, 2, 1, 3, 11, 7, 5)
diff(x)
# [1] 1 -1 2 8 -4 -2
diff(x, lag=2)
[1] 0 1 10 4 -6
Is there anyway to customize this so that we can use functions other than difference? For example, sum:
itersum(x)
# 3 3 4 14 18 12
在基础 R 中，有filter函数。它不像友好和一般，zoo::rollapply但它非常快。在您的情况下，您希望应用带有权重的卷积过滤器c(1, 1)：
itersum <- function(x, n = 2) tail(filter(x, rep(1, n)), sides = 1), -(n-1))
itersum(x)
# 3 3 4 14 18 12
为了给你更多的想法，这里是如何重写diff和函数：cumsumfilter
diff <- function(x) head(filter(x, c(1, -1)), -1)
cumsum <- function(x) filter(x, 1, method = "recursive")
一般来说，如果您要滚动二进制函数，那么head并且tail可能是最简单和最快的方法，因为它将利用矢量化函数：
itersum <- function(x) tail(x, -1) + head(x, -1)
diff <- function(x) tail(x, -1) - head(x, -1)
sign.change <- function(x) tail(sign(x), -1) != head(sign(x), -1)
您可以使用zoo::rollapply
require(zoo)
x <- c(1, 2, 1, 3, 11, 7, 5)
rollapply(x, width = 2, FUN = sum)
## [1] 3 3 4 14 18 12
作为记录，我问这个问题是为了弄清楚如何在数字向量中注册符号变化，感谢@dickoa 的回答，我是这样完成的：
require(zoo)
equals = function(x) all(diff(x) == 0)
x = c(2, 3, -1, 3, -2, -5)
y = sign(x)
rollapply(y, 2, equals)
[1] TRUE FALSE FALSE FALSE TRUE