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

Gabor Grothendieck ggrothendieck at gmail.com
Mon Aug 15 20:51:21 CEST 2011


On Mon, Aug 15, 2011 at 6:51 AM, Giles <giles.heywood at amberalpha.com> wrote:
> 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)

Thanks for noticing that. It should now be fixed in the development version.


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