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

[Brian G. Peterson]

On 04/10/2013 04:45 AM, wlblount wrote:
> 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]

?diff
(part of base)

> 2 -rolling or moving simple ave. of close[last 30 periods]
>
> 3 - rolling or moving sd of close[last 30 periods]

?apply
(in base)

?rollapply
(today)
Rollapply is basically a loop that constructs the windowed index.

> 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.

Then read an old book on S.

?ts

the 'ts' class has been part of the S language basically since inception.

Alternatively, all this code is open source.  Look at the code.

Cheers,

Brian