how about rollapply in the zoo package? On Fri, Jul 25, 2008 at 8:37 AM, rcoder <[EMAIL PROTECTED]> wrote:
> > 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. > -- Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis [[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.
