[R] General "moving" functions

[Prof Brian D Ripley]

filter() in package ts.

On Thu, 2 May 2002, Neil Osborne wrote:

> General "moving" function.
>
> I'm a relatively new comer to R, and I've only just started writing my own R
> functions. However, I need some help for something which I'm sure is quite
> straight forward.
>
> I want to write a function that will allow me to calculate "moving results"
> for a given vector. Ideally, the function will be of the form
>
>
> foo<-function(vector1, funcname, lag)
> {
>
> }
>
> for example, if I use arguments :
>
> funcname = mean
> lag = 10
>
>
> Then foo will return a vector of 10 day moving average
>
> Many Thanks

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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