[R] Operating on windows of data

[Ajay Shah]

> I have a data set that is comprised of, for simplicity, a vector of
> numbers that I want to march across+in overlapping windows of say 10
> values each, computing a couple of values for each window.  Is there
> +a vectorized way to do this, or do I truly need to resort to
> looping--I think so?  Any other clever thoughts?

I'm not sure this is clever, but I use the subset capabilities of
R. See

http://www.mayin.org/ajayshah/KB/R/ols.html

3 of the examples there are related to your question, though it's
still using loops. :-)

-- 
Ajay Shah                                                   Consultant
ajayshah at mayin.org                      Department of Economic Affairs
http://www.mayin.org/ajayshah           Ministry of Finance, New Delhi