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

[Joshua Ulrich]

Hi Ivan,

Thanks for the contributions!  Did you happen to test the partial=TRUE
output versus rollapply.zoo?  Also, can you share your use case for
running rollapply in parallel?

Best,
Josh

On Fri, Dec 19, 2014 at 11:05 PM, Ivan Popivanov
<ivan.popivanov at gmail.com> wrote:
> 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
>

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