[R] Moving windows solution

Gabor Grothendieck ggrothendieck at gmail.com
Sat Sep 27 16:59:31 CEST 2008


rollapply in the zoo package does that. See ?rollapply and the
three accompanying vignettes.

> library(zoo)
> z <- zoo(1:10)
> rollapply(z, 3, sum)
 2  3  4  5  6  7  8  9
 6  9 12 15 18 21 24 27


On Sat, Sep 27, 2008 at 10:45 AM, milicic.marko <milicic.marko at gmail.com> wrote:
> Is there an implementation of moving window functionality so I can
> apply any function while sliding trough window.
>
>
> Thanks
>
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