Re: [R] rollapply() by time, not entries (width)

I might suggest you take a look at period.apply() in the xts package. Cheers, Michael On Fri, Oct 26, 2012 at 7:33 PM, Jaguar83 jagelf...@gmail.com wrote: Hi all- Thank you for reading my post. Please bear in mind that I'm very much a newbie with R! My question is this: I'm trying to use

Re: [R] rollapply() by time, not entries (width)

On Sat, Oct 27, 2012 at 6:52 AM, R. Michael Weylandt michael.weyla...@gmail.com wrote: I might suggest you take a look at period.apply() in the xts package. I don't think that will work because it sounds like J wants analysis on overlapping intervals, and period.apply works on non-overlapping

[R] rollapply() by time, not entries (width)

Hi all- Thank you for reading my post. Please bear in mind that I'm very much a newbie with R! My question is this: I'm trying to use rollapply() on an irregular time series so I can't simply use the width parameter (I don't think). Rather than last 5 entries, I'd like to rollapply on last 6