Displaying 5 results from an estimated 5 matches for "runsd".
Did you mean:
runs
2011 Jan 29
1
runsd {caTools} crashes R 64bit on winxp64bit with a very large vector
Hello
I have a 3.5 million elements numeric vector x. I'm trying to calculate the
rolling std dev of the previous 144 elements.
rsd144<-runsd(x, 144, center=0, endrule="NA")
this crashes R (ie on the console disappears and the Rgui.exe process is not
there anymore)
with smaller vectors, the crash does not occur.
regards,
[[alternative HTML version deleted]]
2011 Jan 30
3
How to do a moving window on standard deviation
I'd like to use vectorization to take a 4 point moving window on standard
deviation on the close column and create another variable (st.dev) in the
dataframe. Here's the dataframe
head(xyz)
Date Close
1 2011-01-28 56.42
2 2011-01-27 57.37
3 2011-01-26 56.48
4 2011-01-25 56.39
5 2011-01-24 55.74
6 2011-01-21 55.46
So the first 3 elements to the new st.dev column would be zero
2011 Apr 04
1
moving mean and moving variance functions
Hello
Lets say as an example I have a dataframe with the following attributes:
rownum(1:405), colnum(1:287), year(2000:2009), daily(rownum x colnum x year)
and foragePotential (0:1, by 0.01). The data is actually stored in a netcdf
file and I'm trying to provide a conceptual version of the data.
Ok. I need to calculate a moving mean and a moving variance for each cell on
the following
2012 Jan 11
0
Error in charToDate(x)
...URUSD) + myAroon(EURUSD) +
myBB(EURUSD) + myChaikinVol(EURUSD) + myCLV(EURUSD) +myEMA10(EURUSD)
+myEMA20(EURUSD) +myEMA30(EURUSD) +myEMA50(EURUSD) + myEMA60(EURUSD) +
CMO(Cl(EURUSD)) + EMA(Delt(Cl(EURUSD))) +
myVolat(EURUSD) + myMACD(EURUSD) + RSI(Cl(EURUSD)) +
mySAR(EURUSD) + runMean(Cl(EURUSD)) + runSD(Cl(EURUSD)))
I then tried to do the following:
Tdata.train <- as.data.frame(modelData(data.model,
data.window=c('2011-08-03','2011-12-30')))
This gave me the following error:
Warnmeldungen:
1: In which(index(model.data) >= as.Date(data.window[1], origin =
"1970-01-01&q...
2009 Nov 27
2
How to compute Rolling analysis of Standard Deviation using ZOO package?
Hello:
I want to get a rolling estimation of the stdev of my data.
Searching the document, I found the function "rollapply" in the zoo package.
For example, my series is "c", and i want get a period of 10 days,
so i write the command below:
roll.sd = rollapply( c, 10, sd, na.pad = TRUE, align = 'right' )
but there is an error in it ,and the computing cannot be