[R-sig-Finance] fMultivar rollMax question
Omar Lakkis
uofiowa at gmail.com
Fri Jul 7 17:58:00 CEST 2006
I am using fMultivar under R 2.2.1 on a Debian linux box. Could
someone, please, explain to me why there are two trailing NAs in the
last statement in the code beow?
> library(fMultivar)
> x <- 1:20
> rollMax(x, n=3)
[1] 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
> rollMax(x, n=2)
[1] 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
> rollMax(x, n=1)
[1] 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 NA NA
>
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