[R] Odp: programming to calculate variance

[Petr PIKAL]

Hi

Try

function rollapply from zoo.It can compute rolling results of functions.
Make your y a zoo object and use rollapply(object, 3, var)

Regards
Petr

r-help-bounces at r-project.org napsal dne 30.09.2009 12:37:36:

> Dear R-user
> 
> Suppose I have the following data
> 
>  y=c(2,1,5,8,11,3,1,7,50,21,33,7,60)
> 
> x=data.frame(y)
> 
> for(i in 4:nrow(x)) x[i,] =var(x[i-3:i-1,])
> 
> I'm trying to get a new variable with the variance of the 3 previous 
values
> (just an example) and with NA in the three first positions. I know that 
my
> for() is wrong
> but I'm not able to find my error.
> 
> Any idea?
> 
> Thanks,
> 
> Marlene.
> 
>    [[alternative HTML version deleted]]
> 
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