Re: [R] rollapply() by time, not entries (width)
I might suggest you take a look at period.apply() in the xts package. Cheers, Michael On Fri, Oct 26, 2012 at 7:33 PM, Jaguar83 jagelf...@gmail.com wrote: Hi all- Thank you for reading my post. Please bear in mind that I'm very much a newbie with R! My question is this: I'm trying to use rollapply() on an irregular time series so I can't simply use the width parameter (I don't think). Rather than last 5 entries, I'd like to rollapply on last 6 months (for example). What would be the proper course of action for this? Thanks! -J -- View this message in context: http://r.789695.n4.nabble.com/rollapply-by-time-not-entries-width-tp4647586.html Sent from the R help mailing list archive at Nabble.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. __ 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.
Re: [R] rollapply() by time, not entries (width)
On Sat, Oct 27, 2012 at 6:52 AM, R. Michael Weylandt michael.weyla...@gmail.com wrote: I might suggest you take a look at period.apply() in the xts package. I don't think that will work because it sounds like J wants analysis on overlapping intervals, and period.apply works on non-overlapping intervals. I'd suggest using a for loop with the window() function. But be careful about timezone and DST issues if your data is more frequent than daily. Cheers, Michael Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com On Fri, Oct 26, 2012 at 7:33 PM, Jaguar83 jagelf...@gmail.com wrote: Hi all- Thank you for reading my post. Please bear in mind that I'm very much a newbie with R! My question is this: I'm trying to use rollapply() on an irregular time series so I can't simply use the width parameter (I don't think). Rather than last 5 entries, I'd like to rollapply on last 6 months (for example). What would be the proper course of action for this? Thanks! -J -- View this message in context: http://r.789695.n4.nabble.com/rollapply-by-time-not-entries-width-tp4647586.html Sent from the R help mailing list archive at Nabble.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. __ 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. __ 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.
[R] rollapply() by time, not entries (width)
Hi all- Thank you for reading my post. Please bear in mind that I'm very much a newbie with R! My question is this: I'm trying to use rollapply() on an irregular time series so I can't simply use the width parameter (I don't think). Rather than last 5 entries, I'd like to rollapply on last 6 months (for example). What would be the proper course of action for this? Thanks! -J -- View this message in context: http://r.789695.n4.nabble.com/rollapply-by-time-not-entries-width-tp4647586.html Sent from the R help mailing list archive at Nabble.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.
