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.
Try this:
?convolve
x-rnorm(1000)
y-rep(1,20)
z-convolve(x,y,type=filter)
plot(x,type=l)
str(z)
num [1:981] 6.31 7.28 8.16 7.39 4.65 ...
lines(c(rep(0,10),z,rep(0,10)),col=yellow,lwd=3)
lines(c(rep(0,10),z,rep(0,10))/length(y),col=red,lwd=3) #running mean
You wrote:
Does anyone know an
On Wed, 2 Mar 2005 17:22:43 -0500, Whit Armstrong
[EMAIL PROTECTED] wrote :
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,
On Wed, 2005-03-02 at 17:22 -0500, Whit Armstrong wrote:
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
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,
Thanks, everyone, for all the suggestions.
The rollFun turs out to be just what I needed.
Cheers,
Whit
-Original Message-
From: Kjetil Brinchmann Halvorsen [mailto:[EMAIL PROTECTED]
Sent: Wednesday, March 02, 2005 5:45 PM
To: Whit Armstrong
Cc: r-help@stat.math.ethz.ch
Subject: Re:
