[R-SIG-Finance] Prototyped support for "partial" and parallelism to rollapply.xts

Ivan Popivanov ivan.popivanov at gmail.com
Sat Dec 20 06:05:25 CET 2014


I needed these two features, and thought they might be useful in general,
so I spent some extra time implementing them on top xts, see the
attachments. Not sure whether I managed to cover all cases, but it should
be a solid start if you decide adding them to the package.

Note: Only the Unix form of parallelism (mclapply from parallel) is
supported, but that's mainly for expedience. Adding support for parSapply
is feasible, but it usually leads to more cumbersome interfaces.

Regards,
Ivan
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20141220/ab879a5d/attachment.html>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: rollapply.xts.R
Type: text/x-r-source
Size: 6536 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20141220/ab879a5d/attachment.bin>
-------------- next part --------------
A non-text attachment was scrubbed...
Name: rollapply.xts.R.orig
Type: application/octet-stream
Size: 6539 bytes
Desc: not available
URL: <https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20141220/ab879a5d/attachment.obj>


More information about the R-SIG-Finance mailing list