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...te_fun=runCor, n = window, use="all.obs", # runCor args col_rename = "rolling_corr" ) # tq_mutate args } foo <- rolling_corrOnePair( aXts=smallXts, col1="foo", col2="bar", window=30 ) ## This produces the error # Error in runCov(x, y, n, use = use, sample = sample, cumulative ) : # n = 30 is outside valid range: [1, 1] Thanks for any help, Eric [[alternative HTML version deleted]]

Dear all, This is what I'd like to do (I have an implementation using for loops, which I designed before I realised just how slow R is at executing them - this process currently takes days to run). I have a large dataframe containing corporate bond data, columns are: BondID Date (goes back 5years) Var1 Var2 Term2Maturity What I want to do is this: 1) For each bond, at each given date,