替换适用于R的滚动平均值

Question

我想测试不同长度的移动平均值与因变量之间的相关性。我已经写了一个for循环来完成工作，但显然对于循环不是理想的解决方案。我想知道是否有人可以给我一些关于如何替换这个for循环的功能的指针，作为一个更优雅的解决方案？我提供了代码和测试数据。

library(zoo) 

# a function that calculates the correlation between moving averages for 
different lengths of window 
# the input functions are "independent": the variable over which to apply the 
moving function 
# "dependent": the output column, "startLength": the shortest window length, 
"endLength" the longest window length 
# "functionType": the function to apply (mean, sd, etc.) 

MovingAverageCorrelation <- function(indepedent, depedent, startLength, endLength, functionType) { 
# declare an matrix for the different rolling functions and a correlation vector 
avgMat <- matrix(nrow = length(depedent), ncol = (endLength-startLength+1)) 
corVector <- rep(NA, ncol(avgMat)) 
# run the rollapply function over the data and calculate the corresponding correlations 
for (i in startLength:endLength) { 
    avgMat[, i] <- rollapply(indepedent, width = i, FUN = functionType, 
         na.rm = T, fill = NA, align = "right") 
    corVector[i] <- cor(avgMat[, i], depedent, use = "complete.obs") 
    } 
return(corVector) 
} 

# set test data 

set.seed(100) 
indVector <- runif(1000) 
depVector <- runif(1000) 

# run the function over the data 

cor <- MovingAverageCorrelation(indVector, depVector, 1, 100, "mean") 

谢谢！

Answer 1

尝试sapply：

sapply(1:100, function(i) cor(rollapplyr(indVector, i, mean, na.rm = TRUE, fill = NA), 
     depVector, use = "complete.obs")) 

如果在你的投入没有来港，这将工作，基本上是速度快：

sapply(1:100, function(i) cor(rollmeanr(indVector, i, fill = NA), depVector, use = "comp"))