Parallel Computing for Data Science

11.6. EXAMPLE: MOVING AVERAGE 243

The goal is to address the question, “What has the recent trend been?” at

time i, i = w, ..., n.

11.6.1 Rth Code

Rth includes the function rthma() to compute moving average in parallel,

using an algorithm adapted from the Thrust examples package. Here is the

C++ code, contents of the file rthma.cpp:

// Rth i n t e r f a c e to Thrust moving−average example ,

// s imple moving a verage . cu in

// g ithub . com/ t h r u s t / t h r u s t /blob/master/examples /

// C++ code adapted from example in Thrust docs

#include <t h r u s t / d e v i c e ve c t o r . h>

#include <t h r u s t /scan . h>

#include <t h r u s t /transfo