Displaying 1 result from an estimated 1 matches for "tk_tbl".
Did you mean:
pg_tbl
2017 Oct 18
1
Problem with tq_mutate_xy() from the tidyquant package
...;) + 1:100
locL <- list( foo=xts(rnorm(100), order.by=dtV), bar=xts(rnorm(100),
order.by=dtV) )
fullXts <- do.call(merge,locL)
smallXts <- fullXts["2017-02-01::"]
rolling_corrOnePair <- function( aXts, col1, col2, window ) { #window =
window size in days
tbl <- timetk::tk_tbl( aXts[,c(col1,col2)], rename_index="date" )
colnames(tbl) <- c("date","x","y")
naV <- sapply(1:nrow(tbl), function(i) any(is.na(tbl[i,])) )
tbl <- tbl[!naV,]# remove any rows with NAs
tq_mutate_xy( data=tbl, x = x, y = y, mutate_fun=runCor,...