Skip to content
Prev 5761 / 15274 Next
Original Raw

"Package", please ...

Martin Maechler 
>> Here was a naive attempt to do standard deviation with
    >> sliding window
    >>> require(quantmod) getSymbols("AAPL") AAPL$STDDEV =
    >>> sd(Cl(AAPL), 20) AAPL$SMA = SMA(Cl(AAPL), 10) AAPL

    Jm> I am pretty sure that rollapply in the ZOO library would
    Jm> work for you.

There's neither "ZOO" nor would that be "library".

It is   "zoo"   and it  is a *package*.

Martin Maechler, ETH Zurich

Thread (8 messages)

Judson m Subject: Re: Standard Deviations using Sliding window? Mar 5 Robert Nicholson Subject: Re: Standard Deviations using Sliding window? Mar 5 Martin Maechler "Package", please ... Mar 5 Brian G. Peterson Subject: Re: Standard Deviations using Sliding window? Mar 5 Gabor Grothendieck Subject: Re: Standard Deviations using Sliding window? Mar 5 Gabor Grothendieck Subject: Re: Standard Deviations using Sliding window? Mar 5 Robert Nicholson "Package", please ... Mar 11 Gabor Grothendieck "Package", please ... Mar 12