rollapply and resulting index
Hi Brain, Expected.
From ?rollapply
Usage:
rollapply(data, width, FUN, ..., by = 1, ascending = TRUE,
by.column = TRUE,
na.pad = FALSE, align = c("center", "left", "right"))
...
align: character specifying whether result should be left- or
right-aligned or centered (default).
I suspect you want align='right'
Jeff
On Sat, Dec 13, 2008 at 8:49 PM, Brian Lee Yung Rowe <brian at muxspace.com> wrote:
Hi, I was using rollapply on a zoo time series and the resulting zoo object had index values that I wasn't expecting. I assumed (for better or worse) that the index dates would be anchored to the last date in the index as you would expect from a rolling moving average, but instead the dates seemed to hover around the median. Is this the expected behavior? Thanks, Brian
z <- zoo(11:15, as.Date(31:35)) z
1970-02-01 1970-02-02 1970-02-03 1970-02-04 1970-02-05
11 12 13 14 15
rollapply(z, 2, mean)
1970-02-01 1970-02-02 1970-02-03 1970-02-04
11.5 12.5 13.5 14.5
rollapply(z, 3, mean)
1970-02-02 1970-02-03 1970-02-04
12 13 14
rollapply(z, 4, mean)
1970-02-02 1970-02-03
12.5 13.5
rollapply(z, 5, mean)
1970-02-03
13
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Jeffrey Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com