On Thu, Oct 28, 2010 at 7:59 PM, Gabor Grothendieck <ggrothendi...@gmail.com> wrote: > On Thu, Oct 28, 2010 at 2:02 PM, Jason Kwok <jayk...@gmail.com> wrote: >> I was able to get what I wanted using the lag function to offset an addition >> period. >> >> lag(rollapply(xx,3,max),-2) or lag(rollapply(xx,3,max,align="right"),-1) >> > > Another possibility is to apply the function over the last 4 points > including the current point and then throw away the last one before > taking the max: > >> library(zoo) >> z <- zoo(101:110) >> rollapply(z, 4, function(x) max(x[-4]), align = "right") > 4 5 6 7 8 9 10 > 103 104 105 106 107 108 109
Also, in the devel version of zoo available on R-Forge there is a new which= argument which can be used to specify which relative positions to use. Using z from above: > # devel version of zoo from R-Forge > rollapply(z, which = c(-3, -2, -1), FUN = max) 4 5 6 7 8 9 10 103 104 105 106 107 108 109 -- Statistics & Software Consulting GKX Group, GKX Associates Inc. tel: 1-877-GKX-GROUP email: ggrothendieck at gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
