search for: rollaply

Hi, I faced with problem when start using function - rollapply(returns, 3 , mean) Error in UseMethod("rollapply") : No suitable Method for "rollaply" How can I fix the problem? Thank you for help. -- Best regards, Andy Fetsun [[alternative HTML version deleted]]

Dear Colleagues, I have faced with the problem that function rollaply with rolling window for calculation of volatility doesn't give the all results of calculations. I have run the rolling window for calculation in Excel and obtained that the number of outputs for Excel is 36 and for R is 18. The total number of observations is 37. In the attachment you can fin...

Hi, I'm trying to figure out common approach on calculating MA on a dataset that contains column "time". After digging around, I believe functions rollmean and rollaply should be used. However I don't quite understand the requirements for the underlying data. Should it be zoo object type? Formatted in a special way? As an example, I'm looking to get calculated avg=MA(variable) over 15 sec period on "time_sec" column: date variable...

Hi, I am a newbie in R and was working on some DNA data represented as strings of A,C,T and G (also wild-character like M and X). I use the Bioconductor package in R. Currently I need to convert a string of the form "ACCTGMX" to "1223400" i.e. A is replaced by 1, C with 2, T with 3, G with 4 and any other character with a 0. I checked with 'replace' and also with a

I have a time series with interval of 2.5 minutes, or 24 observations per hour. I am trying to find a 1 hr moving average, looking backward, so that moving average at n = mean(n-23 : n) The time series has about 1.5 million rows, with occasional gaps due to poor data quality. I only want to take a 1 hour moving average for those periods that are complete, i.e. have 24 observations in the