rollapply along an index: library(zoo) z <- zoo(matrix(101:110, 5), 201:205) tt <- time(z) zz <- zoo(seq_along(tt), tt) out <- rollapply(zz, 3, function(ix) list(z[ix,])) str(out) # list of zoo objects
On Mon, Jul 28, 2008 at 5:03 PM, rcoder <[EMAIL PROTECTED]> wrote: > > > rcoder wrote: >> >> Hi everyone, >> >> Is there a way to perform a rollapply operation on a time series data >> matrix and preserve the time frame? Currently, when I apply rollapply in >> its standart form, the date column is no longer present in the o/p matrix. >> >> Thanks, >> >> rcoder >> > > -- > View this message in context: > http://www.nabble.com/rollapply%28%29-opertation-on-ts-matrix-tp18694735p18699707.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.
