[R] Moving average in a data table

2011-06-25 Thread Roman Naumenko
Hi, I'm trying to figure out common approach on calculating MA on a dataset that contains column "time". After digging around, I believe functions rollmean and rollaply should be used. However I don't quite understand the requirements for the underlying data. Should it be zoo object type? Fo

Re: [R] Processing large datasets

2011-05-25 Thread Roman Naumenko
gt; [1] http://cran.cnr.berkeley.edu/web/packages/RMySQL/index.html > [2] http://cran.cnr.berkeley.edu/web/packages/RSQLite/index.html > On Wed, May 25, 2011 at 12:29 AM, Roman Naumenko > wrote: > > Hi R list, > > > > I'm new to R software, so I'd like t

Re: [R] Processing large datasets

2011-05-25 Thread Roman Naumenko
> Hi, > On Wed, May 25, 2011 at 12:29 AM, Roman Naumenko > wrote: > > Hi R list, > > > > I'm new to R software, so I'd like to ask about it is capabilities. > > What I'm looking to do is to run some statistical tests on quite > > big >

[R] Processing large datasets

2011-05-24 Thread Roman Naumenko
Hi R list, I'm new to R software, so I'd like to ask about it is capabilities. What I'm looking to do is to run some statistical tests on quite big tables which are aggregated quotes from a market feed. This is a typical set of data. Each day contains millions of records (up to 10 non filtered).