[R] rollapply() by time, not entries (width)

R. Michael Weylandt michael.weylandt at gmail.com
Sat Oct 27 13:52:52 CEST 2012


I might suggest you take a look at period.apply() in the xts package.

Cheers,
Michael

On Fri, Oct 26, 2012 at 7:33 PM, Jaguar83 <jagelfand at gmail.com> wrote:
> Hi all-
>
> Thank you for reading my post. Please bear in mind that I'm very much a
> newbie with R! My question is this:
>
> I'm trying to use rollapply() on an irregular time series so I can't simply
> use the width parameter (I don't think). Rather than last 5 entries, I'd
> like to rollapply on last 6 months (for example). What would be the proper
> course of action for this?
>
> Thanks!
>
> -J
>
>
>
> --
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>
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