[R] Rolling range and regression calculations

[rcoder]

You mean embedding something like a range() function in a rollapply function?
I'm just not sure how it will handle outputting max and min values in
sequence and in the correct columns.

On a parallel topic, I would like to find some way of generating a matrix
containing rows that are the product of sequential rows in a preceeding
matrix: i.e. rows 1*2 -> row 1 in o/p matrix; rows2*3-> row 2; rows
4*5->row3 etc.

Thanks,

rcoder



stephen sefick wrote:
> 
> how about rollapply in the zoo package?
> 
> On Fri, Jul 25, 2008 at 8:37 AM, rcoder <mpdotbook at gmail.com> wrote:
> 
>>
>> Hi Achim,
>>
>> Thanks for your reply. rollmean and rollmax functions exist, but is there
>> anything for returning the minima on a rolling basis? I know there is no
>> rollmin in the zoo library.
>>
>> Thanks,
>>
>> rcoder
>>
>>
>>
>> Achim Zeileis wrote:
>> >
>> > On Thu, 24 Jul 2008, rcoder wrote:
>> >
>> >> Hi everyone,
>> >>
>> >> I want to calculate a min and max (i.e. range) on a rolling time frame
>> of
>> >> 50
>> >> periods for a matrix with the number of periods extending along the
>> row
>> >> direction. So for 300 periods, there will be 6 time frame windows per
>> >> column, and 6 min max pairs. I then want to o/p these pairs to a
>> separate
>> >> matrix.
>> >>
>> >> On a separate matter, I have a matrix containing data on which perform
>> a
>> >> regresssion over a rolling time period. Is there a convenient way I
>> can
>> >> do
>> >> this for each column, and then save the gradient to an o/p matrix?
>> >
>> > Look at the package "zoo", specifically the examples on the manual
>> pages
>> > of ?rollapply and ?aggregate.zoo. These should be helpful in doing what
>> > you want. The package vignettes have further worked examples.
>> >
>> > hth,
>> > Z
>> >
>> >> Thanks,
>> >>
>> >> rcoder
>> >> --
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>> >>
>> http://www.nabble.com/Rolling-range-and-regression-calculations-tp18643465p18643465.html
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>> >>
>> >> ______________________________________________
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>> >>
>> >>
>> >
>> > ______________________________________________
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>> >
>> >
>>
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>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
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>>
> 
> 
> 
> -- 
> Let's not spend our time and resources thinking about things that are so
> little or so large that all they really do for us is puff us up and make
> us
> feel like gods. We are mammals, and have not exhausted the annoying little
> problems of being mammals.
> 
> -K. Mullis
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
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> 
> 

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