[R-SIG-Finance] "Package", please ...

Martin Maechler maechler at stat.math.ethz.ch
Fri Mar 5 17:16:36 CET 2010


>>>>> "Jm" == Judson m <judsonm123 at yahoo.com>
>>>>>     on Fri, 5 Mar 2010 06:17:49 -0800 (PST) writes:

    >> Here was a naive attempt to do standard deviation with
    >> sliding window
    >>> require(quantmod) getSymbols("AAPL") AAPL$STDDEV =
    >>> sd(Cl(AAPL), 20) AAPL$SMA = SMA(Cl(AAPL), 10) AAPL

    Jm> I am pretty sure that rollapply in the ZOO library would
    Jm> work for you.

There's neither "ZOO" nor would that be "library".

It is   "zoo"   and it  is a *package*.

Martin Maechler, ETH Zurich



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