[R] Moving standard deviation?

Spencer Graves
Mon, 13 Dec 2004 18:04:59 -0000

A search for "moving standard deviation" at www.r-project.org ->
search -> "R site search" just produced 7 matches.  Please look at
those
and let us know if none of those help you (and what you tried that
didn't work).

      spencer graves

doktora v wrote:

>Is there a simple function in R to get a moving standard deviation
>(i.e. for the last x samples)?
>
>My goal is to plot bollinger bands around a moving average for price
>data. I use kernel smoothing for the moving average.
>
>cheers and thanks!
>over and out
>-- doktora
>
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--
Spencer Graves, PhD, Senior Development Engineer
O:  (408)938-4420;  mobile:  (408)655-4567