Is there a faster way to get moving quantiles from a time series than to run quantile() at each step in the series?
Thanks, Rob ______________________________________________ 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.