[R] rollapply() opertation on time series

Gabor Grothendieck ggrothendieck at gmail.com
Tue Jul 29 01:07:22 CEST 2008


And then lapply over out.

On Mon, Jul 28, 2008 at 6:41 PM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
> rollapply along an index:
>
> library(zoo)
> z <- zoo(matrix(101:110, 5), 201:205)
> tt <- time(z)
> zz <- zoo(seq_along(tt), tt)
> out <- rollapply(zz, 3, function(ix) list(z[ix,]))
> str(out) # list of zoo objects
>
>
> On Mon, Jul 28, 2008 at 5:03 PM, rcoder <mpdotbook at gmail.com> wrote:
>>
>>
>> rcoder wrote:
>>>
>>> Hi everyone,
>>>
>>> Is there a way to perform a rollapply operation on a time series data
>>> matrix and preserve the time frame? Currently, when I apply rollapply in
>>> its standart form, the date column is no longer present in the o/p matrix.
>>>
>>> Thanks,
>>>
>>> rcoder
>>>
>>
>> --
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>> Sent from the R help mailing list archive at Nabble.com.
>>
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>



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