[R-SIG-Finance] rollapply and resulting index

[Brian Lee Yung Rowe]

Doh. Missed that in the doc. Hopefully my new glasses will address that
in the future.

Thanks,
Brian


On Sat, 2008-12-13 at 21:13 -0600, Jeff Ryan wrote:
> Hi Brain,
> 
> Expected.
> 
> >From ?rollapply
> 
> Usage:
> 
>      rollapply(data, width, FUN, ..., by = 1, ascending = TRUE,
> by.column = TRUE,
>       na.pad = FALSE, align = c("center", "left", "right"))
> ...
>    align: character specifying whether result should be left- or
>           right-aligned or centered (default).
> 
> I suspect you want align='right'
> 
> Jeff
> 
> On Sat, Dec 13, 2008 at 8:49 PM, Brian Lee Yung Rowe <brian at muxspace.com> wrote:
> > Hi,
> >
> > I was using rollapply on a zoo time series and the resulting zoo object
> > had index values that I wasn't expecting. I assumed (for better or
> > worse) that the index dates would be anchored to the last date in the
> > index as you would expect from a rolling moving average, but instead the
> > dates seemed to hover around the median. Is this the expected behavior?
> >
> > Thanks,
> > Brian
> >
> >
> >> z <- zoo(11:15, as.Date(31:35))
> >> z
> > 1970-02-01 1970-02-02 1970-02-03 1970-02-04 1970-02-05
> >        11         12         13         14         15
> >> rollapply(z, 2, mean)
> > 1970-02-01 1970-02-02 1970-02-03 1970-02-04
> >      11.5       12.5       13.5       14.5
> >> rollapply(z, 3, mean)
> > 1970-02-02 1970-02-03 1970-02-04
> >        12         13         14
> >> rollapply(z, 4, mean)
> > 1970-02-02 1970-02-03
> >      12.5       13.5
> >> rollapply(z, 5, mean)
> > 1970-02-03
> >        13
> >
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> 
>