> library(zoo)
> z <- zoo(101:110)
> rollapply(z, 3, min)
2 3 4 5 6 7 8 9
101 102 103 104 105 106 107 108
> rollapply(z, 3, max)
2 3 4 5 6 7 8 9
103 104 105 106 107 108 109 110
> rollapply(z, 3, range)
2 101 103
3 102 104
4 103 105
5 104 106
6 105 107
7 106 108
8 10
d <- cbind(rollapply(x, FUN="max", width=96), rollapply(x, FUN="min",
width=96))
if you have fifteen minute interval data 1day is equal to 96 time steps.
the brute force method would be
cbind((x[,1]*x[,2]), (x[,2]*x[,3]))
this should work
On Fri, Jul 25, 2008 at 1:10 PM, rcoder <[EMAIL PROTECTE
You mean embedding something like a range() function in a rollapply function?
I'm just not sure how it will handle outputting max and min values in
sequence and in the correct columns.
On a parallel topic, I would like to find some way of generating a matrix
containing rows that are the product o
how about rollapply in the zoo package?
On Fri, Jul 25, 2008 at 8:37 AM, rcoder <[EMAIL PROTECTED]> wrote:
>
> Hi Achim,
>
> Thanks for your reply. rollmean and rollmax functions exist, but is there
> anything for returning the minima on a rolling basis? I know there is no
> rollmin in the zoo li
Hi Achim,
Thanks for your reply. rollmean and rollmax functions exist, but is there
anything for returning the minima on a rolling basis? I know there is no
rollmin in the zoo library.
Thanks,
rcoder
Achim Zeileis wrote:
>
> On Thu, 24 Jul 2008, rcoder wrote:
>
>> Hi everyone,
>>
>> I want
On Thu, 24 Jul 2008, rcoder wrote:
Hi everyone,
I want to calculate a min and max (i.e. range) on a rolling time frame of 50
periods for a matrix with the number of periods extending along the row
direction. So for 300 periods, there will be 6 time frame windows per
column, and 6 min max pairs.
Hi everyone,
I want to calculate a min and max (i.e. range) on a rolling time frame of 50
periods for a matrix with the number of periods extending along the row
direction. So for 300 periods, there will be 6 time frame windows per
column, and 6 min max pairs. I then want to o/p these pairs to a
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