On 01/04/2011 07:20 AM, Bogaso Christofer wrote:
Hi all, in the zoo package there is a function rollapply() to apply some fixed function on rolling window basis. I am looking for some same sort of function on **temporal sampling basis** means, I would like to apply a function say mean() for data window of length 30 like observations for 1:30, 31:60, . so on.
?period.apply # for time series based apply ?apply.rolling # to apply with a fixed (rolling) width or maybe the 'by' argument of rollapply. - Brian _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
