Hi Achim, Thanks for your reply. rollmean and rollmax functions exist, but is there anything for returning the minima on a rolling basis? I know there is no rollmin in the zoo library.
Thanks, rcoder Achim Zeileis wrote: > > On Thu, 24 Jul 2008, rcoder wrote: > >> 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? > > Look at the package "zoo", specifically the examples on the manual pages > of ?rollapply and ?aggregate.zoo. These should be helpful in doing what > you want. The package vignettes have further worked examples. > > hth, > Z > >> 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. >> >> > > ______________________________________________ > 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. > > -- View this message in context: http://www.nabble.com/Rolling-range-and-regression-calculations-tp18643465p18650915.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.
