[R] rollapply() opertation on time series

[Gabor Grothendieck]

methods(rollapply)
shows which classes have rollapply methods.

On Tue, Jul 29, 2008 at 5:48 PM, rcoder <mpdotbook at gmail.com> wrote:
>
> Hi Gabor,
>
> Thanks for your reply. Assuming I have a time series that is ready made
> (i.e. not constructed it using a zoo function) will the procedure below
> still retain the dates in the matrix?
>
> Thanks,
>
> rcoder
>
> quote author="Gabor Grothendieck">
> 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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>>
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>>
>
> ______________________________________________
> 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
> and provide commented, minimal, self-contained, reproducible code.
>
>
>
> --
> View this message in context: http://www.nabble.com/rollapply%28%29-opertation-on-ts-matrix-tp18694735p18721849.html
> Sent from the R help mailing list archive at Nabble.com.
>
> ______________________________________________
> 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
> and provide commented, minimal, self-contained, reproducible code.
>