Re: [R] Rolling Window with 2 Input Vectors

On Tue, 25 Sep 2007, Martin Efferz wrote: > Is there a function which does a rolling calcualtion with 2 input vectors. > "rollapply" and "rollFun" seem to use only one input vector. In rollapply(), you need to set by.column=FALSE, e.g. ## generate random series of "true" and "predicted" values s

[R] Rolling Window with 2 Input Vectors

Is there a function which does a rolling calcualtion with 2 input vectors. "rollapply" and "rollFun" seem to use only one input vector. I want to calcualte some prediction evaluation measures like MSE and MAE with a rolling window. My functions look like prediction.mse(pred,true) predicti