[R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20

[Joshua Ulrich]

Hi Stephen,

If you want to calculate moving averages, take a look at the TTR
package.  For applying any function over a rolling time window, see
rollapply in the zoo package.

R-help is a better venue if you simply want to understand how to do it
will apply, since it's not strictly finance-related.

Best,
--
Joshua Ulrich  |  FOSS Trading: www.fosstrading.com



On Wed, Nov 10, 2010 at 9:28 PM, Stephen Choularton
<stephen at organicfoodmarkets.com.au> wrote:
> Hi
>
> I am trying to use
>
> apply(X=x,MARGIN=1,FUN=myFunction)
>
> to pick up and calculate moving averages and the like.
>
> I can get this type of thing to work:
>
> myFunction <- function (x){return( 2 * x)}
>
> but of course that only work on one index at a time when I want to do
> something like this:
>
> myFunction <- function (x){return( sum(x[n,]:x[n-20]))}
>
> but of course it doesn't work.
>
> I am still looking in R in a Nutshell but I just wondered if someone could
> put me out of my misery.
>
> --
> Stephen Choularton Ph.D., FIoD
>
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