[R] Idioms for a timeseries operation - moving window

[Gabor Grothendieck]

Time to upgrade to the latest version of zoo.  You can also read it online
here:
http://cran.r-project.org/web/packages/zoo

On Sun, Mar 2, 2008 at 9:47 AM, Bo Zhou <bozhou1981 at hotmail.com> wrote:
> Ah! Gabor is the man.
>
> BTW I don't have zoo-faq. (I actually googled it out)
>
> This is what I have:
>
> Vignettes in package 'zoo':
>
> zoo-quickref                        zoo Quick Reference (source, pdf)
> zoo                                 zoo: An S3 Class and Methods for Indexed
> Totally Ordered Observations
>                                     (source, pdf)
>
> It's a typical windows xp install of R 2.6.1.
>
> Any idea why?
>
> Cheers,
>
> Bo
>
> > Date: Sun, 2 Mar 2008 09:40:09 -0500
> > From: ggrothendieck at gmail.com
> > To: bozhou1981 at hotmail.com
> > Subject: Re: [R] Idioms for a timeseries operation - moving window
> > CC: r-help at r-project.org
>
>
> >
> > See
> >
> > ?embed
> >
> > and from zoo see:
> > ?rollapply
> > ?rollmean
> > ?rollmax
> >
> > There is a function coded in C in the caTools package for speed.
> >
> >
> > On Sun, Mar 2, 2008 at 9:24 AM, Bo Zhou <bozhou1981 at hotmail.com> wrote:
> > >
> > > Hi Guys,
> > >
> > > Need your wisdom on this.
> > >
> > > Say I have a time series (in zoo format) like this
> > >
> > >
> > > > x <- zoo(11:21)
> > > > x
> > > 1 2 3 4 5 6 7 8 9 10 11
> > > 11 12 13 14 15 16 17 18 19 20 21
> > >
> > >
> > > I want to do a "moving window sampling" of it. The result can either be
> a matrix or a dataframe like this
> > >
> > > my.super.moving.window(x, length=3, by=1)
> > >
> > > 11 12 13
> > > 12 13 14
> > > 13 14 15
> > > 14 15 16
> > > ....
> > > 18 19 20
> > > 19 20 21
> > >
> > > This shouldn't be new. Many many people must have done this before. Any
> idea what's the best(efficient and elegant) way to do this?
> > >
> > > Cheers,
> > >
> > > Bo
> > >
> > >
> > >
> > >
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