[R] cumVar and cumSkew

D_Tomas tomasmeca at hotmail.com
Thu Sep 15 23:57:40 CEST 2011


Hi there, 

I need to do the same thing as cumsum but with the variance and skewness. I
have tried to do a loop for like this: 
       var.value <- vector(mode = "numeric", length = length(daily))
        for (i in (1:length(daily))) { 
           var.value[i] <- var(daily[1:i])
        }

But because my dataset is so huge, I run out of memory.....


Any ideas?!?!

Much appreciate it!

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