[R] rollols

[jonas]

Sorry about that. They are part of the S+Finmetrics add-on package.
rollOLS performs multiple OLS analyses over a series of moving time windows.
predict.rollOLS: perform out-of-sample prediction from a fitted "rollOLS"
object.

information from:
http://www.insightful.com/support/finmetrics10/finmetricsfaq.asp
and
http://stat.tamu.edu/doc/Splus6/FunctionGuide.pdf

Thanks,
Jonas



> On Wed, 4 Dec 2002, jonas wrote:
>
> > Are there functions similar to the S-plus functions rollols and
> > predict.rollols in R? I've searched the packages but can't seem to find
> > anything similar.
>
> As there appear to be no such functions in the current S-PLUS 6.1, I'm
> afraid you will have to tell us where you got them from and what they do.
>
> --
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272860 (secr)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
>