Moving average with varying time window in R

Question

I want to compute a moving average over a certain time window without generating NAs at the beginning of the time series. For instance, if I set the time window to 3, the 2

Answer 1

Let me jump on the rollapply train, too:

> rollapply(c(NA, NA, x), width=3, FUN=mean, na.rm=T)
[1] 3.000000 6.000000 4.666667 6.333333 4.666667 6.000000 5.000000 6.333333

Prepending two = 3-1 NA values and using na.rm=T has the effect of extending the time series but ignoring the new values for calculating the mean. A slightly more difficult but otherwise equivalent syntax

> rollapply(c(NA, NA, x), width=3, FUN=function(v) mean(v, na.rm=T))

Thanks to Matthew for pointing this out.