[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,

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 time

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 richard.vlasim...@imidex.com 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