Also, if it works for you and there are no data irregularities, might I suggest you look at making use of the runSD() and runCov or runCor functions of the TTR package. If you know the relationship between slope of an intercept -- beta = cov(x,y) / var(x) -- it should be pretty easy to implement for whatever you have in mind.
I think I read on one of these lists that the similar implementations in the caTools package are even slightly faster, but I have less familiarity with them. Michael Weylandt On Fri, Jul 29, 2011 at 9:21 PM, David Winsemius <dwinsem...@comcast.net>wrote: > > On Jul 29, 2011, at 8:22 PM, Byerly, Mike M (DFG) wrote: > > Is there a function in R that will calculate a running linear slope >> similar to the way the function filter() will calculate a moving >> average? >> >> > If you are happy with the return from filter, then why not take the first > differences as the "running slope"? > > -- > > David Winsemius, MD > West Hartford, CT > > > ______________________________**________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide http://www.R-project.org/** > posting-guide.html <http://www.R-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ 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.
