[R-SIG-Finance] Applying function on rolling window basis ** not rollapply() function in zoo
Brian G. Peterson
brian at braverock.com
Tue Jan 4 14:07:14 CET 2011
On 01/04/2011 07:20 AM, Bogaso Christofer wrote:
> Hi all, in the zoo package there is a function rollapply() to apply some
> fixed function on rolling window basis. I am looking for some same sort of
> function on **temporal sampling basis** means, I would like to apply a
> function say mean() for data window of length 30 like observations for 1:30,
> 31:60, . so on.
?period.apply # for time series based apply
?apply.rolling # to apply with a fixed (rolling) width
or maybe the 'by' argument of rollapply.
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