Idioms for a timeseries operation - moving window

See

?embed

and from zoo see:
?rollapply
?rollmean
?rollmax

There is a function coded in C in the caTools package for speed.
Hi Guys,

Need your wisdom on this.

Say I have a time series (in zoo format) like this

x <- zoo(11:21)
x
 1  2  3  4  5  6  7  8  9 10 11
11 12 13 14 15 16 17 18 19 20 21

I want to do a "moving window sampling" of it. The result can either be a matrix or a dataframe like this

my.super.moving.window(x, length=3, by=1)

11 12 13
12 13 14
13 14 15
14 15 16
....
18 19 20
19 20 21

This shouldn't be new. Many many people must have done this before. Any idea what's the best(efficient and elegant) way to do this?

Cheers,

Bo

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Idioms for a timeseries operation - moving window

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