Displaying 2 results from an estimated 2 matches for "rollinganalysis".
2005 Mar 02
2
apply a function to a rolling subset of a vector
Try this:
> ?convolve
> x<-rnorm(1000)
> y<-rep(1,20)
> z<-convolve(x,y,type="filter")
> plot(x,type="l")
> str(z)
num [1:981] 6.31 7.28 8.16 7.39 4.65 ...
> lines(c(rep(0,10),z,rep(0,10)),col="yellow",lwd=3)
> lines(c(rep(0,10),z,rep(0,10))/length(y),col="red",lwd=3) #running mean
You wrote:
Does anyone know an easy way
2004 Dec 13
3
Moving standard deviation?
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