[R-SIG-Finance] Base R question on XTS object

[wlblount]

before the days of all these great packages, how would one with base R access
only find the following assuming i have an XTS object with normal OHLC price
data for 100 periods.


1 - change in price from yesterday to today.  close[today] -
close[yesterday]

2 -rolling or moving simple ave. of close[last 30 periods]

3 - rolling or moving sd of close[last 30 periods]

i understand that this would all be done with quantmod /ttr etc today but
would just like to stay within the bounds of base R for educational
purposes.  

thanks for your help.  Bill






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