Replace "sum" with your custom function's name. I don't see any reason why that wouldn't work, and the problem with my solution is not clear in your response.
r <- rollapplyr(x, seq_along(x), yourCustomFunctionGoesHere) On Thu, Aug 10, 2017 at 1:39 PM, Christofer Bogaso <bogaso.christo...@gmail.com> wrote: > Hi Joshua, thanks for your prompt reply. However as I said, sum() > function I used here just for demonstrating the problem, I have other > custom function to implement, not necessarily sum() > > I am looking for a generic solution for above problem. > > Any better idea? Thanks, > > On Fri, Aug 11, 2017 at 12:04 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> > wrote: >> Use a `width` of integer index locations. And you likely want = >> "right" (or rollapplyr(), as I used). >> >> R> set.seed(21) >> R> x <- rnorm(10) >> R> rs <- rollapplyr(x, seq_along(x), sum) >> R> cs <- cumsum(x) >> R> identical(rs, cs) >>  TRUE >> >> >> On Thu, Aug 10, 2017 at 1:28 PM, Christofer Bogaso >> <bogaso.christo...@gmail.com> wrote: >>> Hi again, >>> >>> I am wondering there is any function for 'zoo' time series, where I >>> can apply a user defined function rolling window basis, wherein window >>> size is ever increasing i.e. not fixed. For example, let say I have >>> below user defined function and a zoo time series : >>> >>>> library(zoo) >>> >>>> UDF = function(x) sum(x) >>> >>>> TS = zoo(rnorm(10), seq(as.Date('2017-01-01'), as.Date('2017-01-10'), by = >>>> '1 day')) >>> >>>> >>> >>> Now I want to apply UDF (this can be any custom function, however here >>> I put it just quick example) rolling window basis like : >>> >>> 1st data point = 1st data point of TS >>> 2nd data point = sum of 1st and 2nd data points of TS >>> 3rd data point = sum of 1st 2nd and 3rd data points of TS >>> >>> so on >>> >>> I am aware of the rollapply() function from zoo, however, appears like >>> it is only for fixed window size. >>> >>> Appreciate any pointer how to achieve above strategy of implementing >>> rolling calculation based on increased window size. >>> >>> Thanks for your time. >>> >>> ______________________________________________ >>> Rfirstname.lastname@example.org mailing list -- To UNSUBSCRIBE and more, see >>> 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. >> >> >> >> -- >> Joshua Ulrich | about.me/joshuaulrich >> FOSS Trading | www.fosstrading.com >> R/Finance 2017 | www.rinfinance.com -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com ______________________________________________ Remail@example.com mailing list -- To UNSUBSCRIBE and more, see 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.