Whit Armstrong <whit <at> twinfieldscapital.com> writes: : : Does anyone know an easy way to calculate the rolling 20 period average : or sum of a vector? : : For instance: : x <- rnorm(1000) : : y <- apply.subset(x,20,fun="sum") : : The first element of y would contain the sum of elements 1 to 20, the : second element of y : would contain the sum of elements 2:21, and so on. : : I thought I had seen this on the list a year or so ago, but I couldn't : find anything in the archives. :
Look at ?filter . Also ?embed and gtools::running . filter is the fastest. ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
