[R] rollapply.zoo() with na.rm=TRUE

Giles giles.heywood at amberalpha.com
Mon Aug 15 12:51:40 CEST 2011


Thanks for that Gabor, it works fine from the development version
you've pointed to.

There is in addition a performance issue: the following benchmark ran
in under 0.2s in the previous version, now consistently shows elapsed
time over 14s on a Xeon with Windows.  It's unaffected if I use the
development version.

Giles Heywood

#example
system.time(rollmax(x= zoo(1:10000,1:10000),k=20,align="right"))

R version 2.13.1 (2011-07-08)
Platform: i386-pc-mingw32/i386 (32-bit)



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