Use a `width` of integer index locations. And you likely want = "right" (or rollapplyr(), as I used).
R> set.seed(21) R> x <- rnorm(10) R> rs <- rollapplyr(x, seq_along(x), sum) R> cs <- cumsum(x) R> identical(rs, cs) [1] TRUE On Thu, Aug 10, 2017 at 1:28 PM, Christofer Bogaso <bogaso.christo...@gmail.com> wrote: > Hi again, > > I am wondering there is any function for 'zoo' time series, where I > can apply a user defined function rolling window basis, wherein window > size is ever increasing i.e. not fixed. For example, let say I have > below user defined function and a zoo time series : > >> library(zoo) > >> UDF = function(x) sum(x) > >> TS = zoo(rnorm(10), seq(as.Date('2017-01-01'), as.Date('2017-01-10'), by = >> '1 day')) > >> > > Now I want to apply UDF (this can be any custom function, however here > I put it just quick example) rolling window basis like : > > 1st data point = 1st data point of TS > 2nd data point = sum of 1st and 2nd data points of TS > 3rd data point = sum of 1st 2nd and 3rd data points of TS > > so on > > I am aware of the rollapply() function from zoo, however, appears like > it is only for fixed window size. > > Appreciate any pointer how to achieve above strategy of implementing > rolling calculation based on increased window size. > > Thanks for your time. > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com R/Finance 2017 | www.rinfinance.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.