Thanks a lot for the suggestion. It's just what I was looking for. Jorge
________________________________________ From: Gabor Grothendieck [[email protected]] Sent: 26 January 2012 21:05 To: R. Michael Weylandt Cc: Jorge Molinos; [email protected] Subject: Re: [R] Calculate a function repeatedly over sections of a ts object On Thu, Jan 26, 2012 at 4:00 PM, R. Michael Weylandt <[email protected]> wrote: > I'm not sure if it's easily doable with a ts class, but the rollapply > function in the zoo package will do this easily. (Also, I find zoo to > be a much more natural time-series workflow than ts so it might make > the rest of your life easier as well) > rollapply does have ts and default methods in addition to a zoo method. -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ [email protected] 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.
