From: Gabor Grothendieck <ggrothendieck_at_myway.com>

Date: Thu 03 Mar 2005 - 09:47:32 EST

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 10:32:28 2005

Date: Thu 03 Mar 2005 - 09:47:32 EST

Whit Armstrong <whit <at> twinfieldscapital.com> writes:

*:
*

: 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.
**:
*

Look at ?filter . Also ?embed and gtools::running . filter is the fastest.

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 10:32:28 2005

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