On Fri, Oct 15, 2010 at 6:46 AM, David A. <dasol...@hotmail.com> wrote:
>
> Thanks Dennis,
>
> I don't think it was a problem of not feeding in a function for rollapply(), 
> because I was using mean() and my co.var() function in the FUN argument.
> The key part seems to be the transformation that zoo() does to the matrix. If 
> I do the same transformation to my original matrix, the rollapply() function 
> now works fine.
>

rollapply has ts and zoo methods so you have to pass it an object of
one those classes:

> methods(rollapply)
[1] rollapply.ts*  rollapply.zoo*

   Non-visible functions are asterisked


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