> 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 8 107 109 9 108 110 On Fri, Jul 25, 2008 at 1:10 PM, rcoder <[EMAIL PROTECTED]> wrote: > > 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. > > > > > stephen sefick wrote: >> >> 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 library. >>> >>> Thanks, >>> >>> rcoder >>> >>> >>> >>> Achim Zeileis wrote: >>> > >>> > 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. I then want to o/p these pairs to a >>> separate >>> >> matrix. >>> >> >>> >> On a separate matter, I have a matrix containing data on which perform >>> a >>> >> regresssion over a rolling time period. Is there a convenient way I >>> can >>> >> do >>> >> this for each column, and then save the gradient to an o/p matrix? >>> > >>> > Look at the package "zoo", specifically the examples on the manual >>> pages >>> > of ?rollapply and ?aggregate.zoo. These should be helpful in doing what >>> > you want. The package vignettes have further worked examples. >>> > >>> > hth, >>> > Z >>> > >>> >> Thanks, >>> >> >>> >> rcoder >>> >> -- >>> >> View this message in context: >>> >> >>> http://www.nabble.com/Rolling-range-and-regression-calculations-tp18643465p18643465.html >>> >> Sent from the R help mailing list archive at Nabble.com. >>> >> >>> >> ______________________________________________ >>> >> 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. >>> >> >>> >> >>> > >>> > ______________________________________________ >>> > 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. >>> > >>> > >>> >>> -- >>> View this message in context: >>> http://www.nabble.com/Rolling-range-and-regression-calculations-tp18643465p18650915.html >>> Sent from the R help mailing list archive at Nabble.com. >>> >>> ______________________________________________ >>> 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. >>> >> >> >> >> -- >> Let's not spend our time and resources thinking about things that are so >> little or so large that all they really do for us is puff us up and make >> us >> feel like gods. We are mammals, and have not exhausted the annoying little >> problems of being mammals. >> >> -K. Mullis >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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. >> >> > > -- > View this message in context: > http://www.nabble.com/Rolling-range-and-regression-calculations-tp18643465p18655895.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > ______________________________________________ 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.
