[R] Calculate a function repeatedly over sections of a ts object

[Jorge Molinos]

Thanks a lot for the suggestion. It's just what I was looking for.

Jorge


________________________________________
From: Gabor Grothendieck [ggrothendieck at gmail.com]
Sent: 26 January 2012 21:05
To: R. Michael Weylandt
Cc: Jorge Molinos; r-help at R-project.org
Subject: Re: [R] Calculate a function repeatedly over sections of a ts object

On Thu, Jan 26, 2012 at 4:00 PM, R. Michael Weylandt
<michael.weylandt at gmail.com> wrote:
> I'm not sure if it's easily doable with a ts class, but the rollapply
> function in the zoo package will do this easily. (Also, I find zoo to
> be a much more natural time-series workflow than ts so it might make
> the rest of your life easier as well)
>

rollapply does have ts and default methods in addition to a zoo method.

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