Moving standard deviation?
A search for "moving standard deviation" at www.r-project.org ->
search -> "R site search" just produced 7 matches. Please look at those
and let us know if none of those help you (and what you tried that
didn't work).
spencer graves
doktora v wrote:
Is there a simple function in R to get a moving standard deviation (i.e. for the last x samples)? My goal is to plot bollinger bands around a moving average for price data. I use kernel smoothing for the moving average. cheers and thanks! over and out -- doktora
______________________________________________ R-help at 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
Spencer Graves, PhD, Senior Development Engineer O: (408)938-4420; mobile: (408)655-4567