See the by= argument. On Wed, Jul 1, 2009 at 11:08 AM, Andriy Fetsun<fet...@googlemail.com> wrote: > Hi, > > I am trying to calculate the volatility on not overlapping basis. Do you > know functions for not overlapping calculation? > > It is like to take first 20 observations and apply st.dev to 20 and then > take next 20 observations and calculate st. deviation. > > I tried with function rollapply(), but it doesn't work. > > Thank you in advance. > > Regards, > > Andy > > [[alternative HTML version deleted]] > > ______________________________________________ > 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.