Piece-wise Aggregate Approximation

Piece-wise Aggregate Approximation in R

paa <- function(data, window) {
 ret = NULL
 start = 1
 while (start <= nrow(data)) {
  end = min(start + window - 1, nrow(data))
  ret = rbind(ret, colMeans(data[start:end,]))
  start = start + window
 }
 return(ret) 
}