Hi Anyi, That's not currently possible. You could use the rollmean function in the development version of the zoo package (on R-forge) to calculate the simple moving average as you described.
I would like to add this as an option to TTR functions, but it is not high on my priority list. I would appreciate patches. Best, -- Joshua Ulrich | FOSS Trading: www.fosstrading.com On Sat, Jan 29, 2011 at 7:39 PM, Anyi Zhu <anyi....@gmail.com> wrote: > Hi, > > Just wondering for the SMA and EMA in package TTR, is it possible to me to > code it so that, say if I need to calculate SMA (x, n=100), when the sample > size is less than 100, it will give me the SMA (x, k) where k is the sample > size of the data? Right now it only gives me an invalid n error. > > Thanks! > > [[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.