On Thu, Aug 7, 2014 at 9:32 AM, amarjit chandhial <a.chandh...@btinternet.com> wrote: > Hello, > runSum calculates a running sum looking back a fixed distance n, e.g. 20. > How do I calculate a dynamic runSum function for an xts object? > In > otherwords, I want to calculate a running sum at each point in time > looking back a variable distance. In this example, values governed by > the vector VL.
The width argument in rollapplyr in the zoo package can be a vector. It can't be NA though so we have used 1 in those cases here and at the end used na.omit to get rid of the junk at the beginning: na.omit(rollapplyr(acf1, ifelse(is.na(acf1$VL), 1, acf1$VL), sum)) ______________________________________________ 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.
