On Thu, Jan 26, 2012 at 4:00 PM, R. Michael Weylandt <michael.weyla...@gmail.com> wrote: > I'm not sure if it's easily doable with a ts class, but the rollapply > function in the zoo package will do this easily. (Also, I find zoo to > be a much more natural time-series workflow than ts so it might make > the rest of your life easier as well) >
rollapply does have ts and default methods in addition to a zoo method. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.