You mean embedding something like a range() function in a rollapply function? I'm just not sure how it will handle outputting max and min values in sequence and in the correct columns.
On a parallel topic, I would like to find some way of generating a matrix containing rows that are the product of sequential rows in a preceeding matrix: i.e. rows 1*2 -> row 1 in o/p matrix; rows2*3-> row 2; rows 4*5->row3 etc. Thanks, rcoder stephen sefick wrote: > > 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. > > -- View this message in context: http://www.nabble.com/Rolling-range-and-regression-calculations-tp18643465p18655895.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.
