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