[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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