Re: [R] A more efficient way to roll values in an irregular time series dataset?

On Mon, Nov 8, 2010 at 3:16 PM, Richard Vlasimsky wrote: > Does anyone recommend a more efficient way to "roll" values in a time series > dataset? > > I merged a bunch of different time series datasets (10's of thousands of > them) whose observation dates and sampling interval differ.  Some time

Re: [R] A more efficient way to roll values in an irregular time series dataset?

Hi: Look into the zoo package and its rollapply() function. The package is designed to handle irregular and multiple series. HTH, Dennis On Mon, Nov 8, 2010 at 12:16 PM, Richard Vlasimsky < richard.vlasim...@imidex.com> wrote: > Does anyone recommend a more efficient way to "roll" values in a t

[R] A more efficient way to roll values in an irregular time series dataset?

Does anyone recommend a more efficient way to "roll" values in a time series dataset? I merged a bunch of different time series datasets (10's of thousands of them) whose observation dates and sampling interval differ. Some time series observations are reported at the beginning of the month,