Hi everyone, I want to calculate a min and max (i.e. range) on a rolling time frame of 50 periods for a matrix with the number of periods extending along the row direction. So for 300 periods, there will be 6 time frame windows per column, and 6 min max pairs. I then want to o/p these pairs to a separate matrix.
On a separate matter, I have a matrix containing data on which perform a regresssion over a rolling time period. Is there a convenient way I can do this for each column, and then save the gradient to an o/p matrix? Thanks, rcoder -- View this message in context: http://www.nabble.com/Rolling-range-and-regression-calculations-tp18643465p18643465.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.
