Thanks, everyone, for all the suggestions. The rollFun turs out to be just what I needed.
Cheers, Whit -----Original Message----- From: Kjetil Brinchmann Halvorsen [mailto:[EMAIL PROTECTED] Sent: Wednesday, March 02, 2005 5:45 PM To: Whit Armstrong Cc: [email protected] Subject: Re: [R] apply a function to a rolling subset of a vector Whit Armstrong wrote: >Does anyone know an easy way to calculate the rolling 20 period average >or sum of a vector? > >For instance: >x <- rnorm(1000) > >y <- apply.subset(x,20,fun="sum") > > help.search("rolling") gives me (among others) RollingAnalysis(fSeries) Rolling Analysis so trying library(fSeries) x <- rnorm(1000) y <- rollFun(x, 20, mean) Kjetil >The first element of y would contain the sum of elements 1 to 20, the >second element of y would contain the sum of elements 2:21, and so on. > >I thought I had seen this on the list a year or so ago, but I couldn't >find anything in the archives. > > >Thanks in advance, >Whit > > [[alternative HTML version deleted]] > >______________________________________________ >[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 > > > > > -- Kjetil Halvorsen. Peace is the most effective weapon of mass construction. -- Mahdi Elmandjra -- No virus found in this outgoing message. Checked by AVG Anti-Virus. ______________________________________________ [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
