Re: [R] (FULL) Need help to optimize a piece of code involving zoo objects

2009-06-19 Thread Gabor Grothendieck
Check out method = "recursive" in filter(). On Fri, Jun 19, 2009 at 3:36 AM, Sergey Goriatchev wrote: > (Sorry, sent the message before I finished it) > Hello, everyone > > I have a long script that uses zoo objects. In this script I used > simple moving averages and these I can very efficiently c

[R] (FULL) Need help to optimize a piece of code involving zoo objects

2009-06-19 Thread Sergey Goriatchev
(Sorry, sent the message before I finished it) Hello, everyone I have a long script that uses zoo objects. In this script I used simple moving averages and these I can very efficiently calculate with filter() functions. Now, I have to use special "exponential" moving averages, and the only way I c