Re: [R] rollapply() opertation on time series

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Mon, 28 Jul 2008 18:41:20 -0400

rollapply along an index:

library(zoo)
z <- zoo(matrix(101:110, 5), 201:205)
tt <- time(z)
zz <- zoo(seq_along(tt), tt)
out <- rollapply(zz, 3, function(ix) list(z[ix,])) str(out) # list of zoo objects

On Mon, Jul 28, 2008 at 5:03 PM, rcoder <mpdotbook_at_gmail.com> wrote:
>
>
> rcoder wrote:
>>
>> Hi everyone,
>>
>> Is there a way to perform a rollapply operation on a time series data
>> matrix and preserve the time frame? Currently, when I apply rollapply in
>> its standart form, the date column is no longer present in the o/p matrix.
>>
>> Thanks,
>>
>> rcoder
>>
>
> --
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon 28 Jul 2008 - 22:56:13 GMT

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