Thanks Joshua, your solution is perfect. On Fri, Aug 11, 2017 at 12:11 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> wrote: > Replace "sum" with your custom function's name. I don't see any > reason why that wouldn't work, and the problem with my solution is not > clear in your response. > > r <- rollapplyr(x, seq_along(x), yourCustomFunctionGoesHere) > > On Thu, Aug 10, 2017 at 1:39 PM, Christofer Bogaso > <bogaso.christo...@gmail.com> wrote: >> Hi Joshua, thanks for your prompt reply. However as I said, sum() >> function I used here just for demonstrating the problem, I have other >> custom function to implement, not necessarily sum() >> >> I am looking for a generic solution for above problem. >> >> Any better idea? Thanks, >> >> On Fri, Aug 11, 2017 at 12:04 AM, Joshua Ulrich <josh.m.ulr...@gmail.com> >> wrote: >>> 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 > > > > -- > 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.