[R] apply a function to a rolling subset of a vector

From: Whit Armstrong <whit_at_twinfieldscapital.com>
Date: Thu 03 Mar 2005 - 09:22:43 EST


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")

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]]



R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu Mar 03 09:31:21 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:30:39 EST