Applying function on rolling window basis ** not rollapply() function in zoo
On 01/04/2011 07:20 AM, Bogaso Christofer 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.
?period.apply # for time series based apply ?apply.rolling # to apply with a fixed (rolling) width or maybe the 'by' argument of rollapply. - Brian