Charles C. Berry wrote: > On Thu, 26 Nov 2009, Rob Steele wrote: > >> Is there a faster way to get moving quantiles from a time series than to >> run quantile() at each step in the series? > > > Yes. > > Run > > help.request() > > Since you have already done the first 4 items below (right?) you will > answer 'y', but when you get to the fifth one (which you evidently have > not done), you will have to answer 'n'. > > ---- > > Checklist: > Have you read the posting guide? (y/n) y > Have you checked the FAQ? (y/n) y > Have you checked An Introduction to R? (y/n) y > Have you checked the NEWS of the latest development release? (y/n) y > Have you looked on RSiteSearch? (y/n) n > > ---- > > This will start a browser with the RSiteSearch URL loaded. > > Now comes the tricky part --- you have to type something into the > 'Query' box and then click on 'Search'. Perhaps > > moving quantiles > > will work?? > > It did for me, and the function I found by that strategy seems to be > faster than > > apply(embed(x[1:10000],100),1,quantile,.75) > > by about 3 orders of magnitude. > > HTH, > > Chuck
runquantile() in library caTools. Beautiful. Thanks! Btw, love your music. ______________________________________________ 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.
