Thanks for the hint on qcc. As for bollinger bands a generic porcess was put up by Gabor Grothendieck.
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/22367.html You might also like to have a look at the Rmetrics (fBasics, fSeries etc), in particular RollingAnalysis {fSeries} Tom > -----Original Message----- > From: doktora v [mailto:[EMAIL PROTECTED] > Sent: Tuesday, 14 December 2004 2:46 AM > To: Spencer Graves > Cc: [EMAIL PROTECTED] > Subject: Re: [R] Moving standard deviation? > > > I have tried there but didn't find anything useful. Most of the > matches are for functions which take a std dev input, and the "moving" > part of the query relates to something else (like moving average in > the qcc package). > > Anyway, it's not too difficult to create the function, but I was > wondering if anyone had done it before. Efficiency is a concideration, > naturally. > > I'll post what i come up with... > > cheers > dok > > > On Mon, 13 Dec 2004 10:04:59 -0800, Spencer Graves > <[EMAIL PROTECTED]> wrote: > > A search for "moving standard deviation" at www.r-project.org -> > search -> "R site search" just produced 7 matches. Please look at those > and let us know if none of those help you (and what you tried that > didn't work). > > spencer graves > > doktora v wrote: > > >Is there a simple function in R to get a moving standard deviation > >(i.e. for the last x samples)? > > > >My goal is to plot bollinger bands around a moving average for price > >data. I use kernel smoothing for the moving average. > > > >cheers and thanks! > >over and out > >-- doktora > > > >______________________________________________ > >[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 > > > > > > -- > Spencer Graves, PhD, Senior Development Engineer > O: (408)938-4420; mobile: (408)655-4567 > > ______________________________________________ [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 ______________________________________________ [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
