Gabor, about problem 1. , now I understand. But in problem 2. , I do as your recommandation. and it still doesn't work. I wonder is there any detail introduction about the form of the 'FUN' in the 'rollapply'? Can you help me again?
Thank you very much! Best regard Saji There is no quantile method defined for zoo objects so it falls through to the default method but that method does not work for zoo objects. Try this: set.seed(123) rn <- rnorm(500) quantile(rn, 0.8) quantile(coredata(zoo(rn)), 0.8) In the second question the error message tells you what the problem is. FUN is supposed to be a function but a vector of numbers has been supplied rather than a function. Try: uprange=rollapply(x,width=10,FUN=function(x)quantile(x,0.8),align='right') ----- ------------------------------------------------------------------ Saji Ren from Shanghai China GoldenHeart Investment Group ------------------------------------------------------------------ -- View this message in context: http://n4.nabble.com/Confusion-in-quantile-and-getting-rolling-estimation-of-sample-quantiles-tp1015893p1016399.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.