[R] How to do a moving window on standard deviation

[Ray Brownrigg]

On Mon, 31 Jan 2011, eric wrote:
> I'd rather do this without getting into zoo objects at the moment. OK, how
> about with a simple loop ? Why doesn't this work ?
>
> attach(xyz)
> j <- for(i in 4: length(Close)) sd(Close[i]:Close[(i-3)])

To answer your question, it is because the value returned from a loop is the last value 
calculated, not every value calculated.

HTH,
Ray Brownrigg