On Sat, Oct 27, 2012 at 6:52 AM, R. Michael Weylandt <michael.weyla...@gmail.com> wrote: > I might suggest you take a look at period.apply() in the xts package. > I don't think that will work because it sounds like "J" wants analysis on overlapping intervals, and period.apply works on non-overlapping intervals. I'd suggest using a for loop with the window() function. But be careful about timezone and DST issues if your data is more frequent than daily.
> Cheers, > Michael > Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com > On Fri, Oct 26, 2012 at 7:33 PM, Jaguar83 <jagelf...@gmail.com> wrote: >> Hi all- >> >> Thank you for reading my post. Please bear in mind that I'm very much a >> newbie with R! My question is this: >> >> I'm trying to use rollapply() on an irregular time series so I can't simply >> use the width parameter (I don't think). Rather than last 5 entries, I'd >> like to rollapply on last 6 months (for example). What would be the proper >> course of action for this? >> >> Thanks! >> >> -J >> >> >> >> -- >> View this message in context: >> http://r.789695.n4.nabble.com/rollapply-by-time-not-entries-width-tp4647586.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> 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. ______________________________________________ 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.