[R] rolling sum (like in Rmetrics package)

[Gabor Grothendieck]

If there are no missing values then a rolling sum is just n * rolling mean
so you can use your rolling mean.

Also see:
http://tolstoy.newcastle.edu.au/R/help/04/10/5161.html

In the zoo package see rollapply and rollmean.

In the caTools package see runmean and runsum.exact.
runmean is particularly fast.

On Feb 13, 2008 11:25 AM, joshv <josh.verdone at yahoo.com> wrote:
>
> Hello, I'm new to R and would like to know how to create a vector of "rolling
> sums". (I have seen the Rmetrics package and the rollMean function and I
> would like to do the same thing except Sum instead of Mean.)  I imagine
> someone has done this, I just can't find it anywhere.
>
> Example:
> x <- somevector   #where x is 'n' entries long
>
> #what I would like to do is:
>
> x1 <- x[1:20]
> output1 <- sum(x1)
>
> x2 <- x[2:21]
> output2 <- sum(x2)
>
> x3 <- ...
>
> ouput <- c(output1, output2, ...)
>
>
> Thanks,
> JV
> --
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>
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