Applying function on rolling window basis ** not rollapply() function in zoo
On Tue, Jan 4, 2011 at 8:20 AM, Bogaso Christofer
<bogaso.christofer at gmail.com> wrote:
Hi all, in the zoo package there is a function rollapply() to apply some fixed function on rolling window basis. I am looking for some same sort of function on **temporal sampling basis** means, I would like to apply a function say mean() for data window of length 30 like observations for 1:30, 31:60, . so on. Is there any facility to doing that directly?
The by= argument of rollapply does that:
library(zoo) z <- zoo(1:9) rollapply(z, 3, by = 3, mean)
2 5 8 2 5 8
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