I'd like to use vectorization to take a 4 point moving window on standard
deviation on the close column and create another variable (st.dev) in the
dataframe. Here's the dataframe
head(xyz)
Date Close
1 2011-01-28 56.42
2 2011-01-27 57.37
3 2011-01-26 56.48
4 2011-01-25 56.39
5 2011-01-24 55.74
6 2011-01-21 55.46
So the first 3 elements to the new st.dev column would be zero (c(rep(0,3)),
then the 4th element of the new std.dev column would be standard deviation
of the first 4 closes. Next element would be sd of Close[5]:Close[1], then
sd of Close[6]: Close[2] ...and so on until the last row of xyz.
There must be an easy vetorized way to do this but I don't see it. Sorry for
the basic question but continuing to figure this new language out.
Thanks in advance for the help
--
View this message in context:
http://r.789695.n4.nabble.com/How-to-do-a-moving-window-on-standard-deviation-tp3247566p3247566.html
Sent from the R help mailing list archive at Nabble.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.
