Message-ID: <41BDD9CB.2000407@pdf.com>
Date: 2004-12-13T18:04:59Z
From: Spencer Graves
Subject: Moving standard deviation?
In-Reply-To: <3398909b04121309287421dca3@mail.gmail.com>
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
>
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>
>
--
Spencer Graves, PhD, Senior Development Engineer
O: (408)938-4420; mobile: (408)655-4567