[R] Moving standard deviation?

Spencer Graves spencer.graves at pdf.com
Mon Dec 13 19:04:59 CET 2004

      A search for "moving standard deviation" at www.r-project.org -> 
search -> "R site search" just produced 7 matches.  Please look at those 
and let us know if none of those help you (and what you tried that 
didn't work). 

      spencer graves

doktora v wrote:

>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
>R-help at stat.math.ethz.ch mailing list
>PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html

Spencer Graves, PhD, Senior Development Engineer
O:  (408)938-4420;  mobile:  (408)655-4567

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