[R] Moving standard deviation?

doktora v doktora at gmail.com
Mon Dec 13 18:28:26 CET 2004


Is there a simple function in R to get a moving standard deviation
(i.e. for the last x samples)?

My goal is to plot bollinger bands around a moving average for price
data. I use kernel smoothing for the moving average.

cheers and thanks!
over and out
-- doktora




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