[R] Zoo rolling window with increasing window size

[Christofer Bogaso]

Hi Joshua, thanks for your prompt reply. However as I said, sum()
function I used here just for demonstrating the problem, I have other
custom function to implement, not necessarily sum()

I am looking for a generic solution for above problem.

Any better idea? Thanks,

On Fri, Aug 11, 2017 at 12:04 AM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> Use a `width` of integer index locations.  And you likely want =
> "right" (or rollapplyr(), as I used).
>
> R> set.seed(21)
> R> x <- rnorm(10)
> R> rs <- rollapplyr(x, seq_along(x), sum)
> R> cs <- cumsum(x)
> R> identical(rs, cs)
> [1] TRUE
>
>
> On Thu, Aug 10, 2017 at 1:28 PM, Christofer Bogaso
> <bogaso.christofer at gmail.com> wrote:
>> Hi again,
>>
>> I am wondering there is any function for 'zoo' time series, where I
>> can apply a user defined function rolling window basis, wherein window
>> size is ever increasing i.e. not fixed. For example, let say I have
>> below user defined function and a zoo time series :
>>
>>> library(zoo)
>>
>>> UDF = function(x) sum(x)
>>
>>> TS = zoo(rnorm(10), seq(as.Date('2017-01-01'), as.Date('2017-01-10'), by = '1 day'))
>>
>>>
>>
>> Now I want to apply UDF (this can be any custom function, however here
>> I put it just quick example) rolling window basis like :
>>
>> 1st data point = 1st data point of TS
>> 2nd data point = sum of 1st and 2nd data points of TS
>> 3rd data point = sum of 1st 2nd and 3rd data points of TS
>>
>> so on
>>
>> I am aware of the rollapply() function from zoo, however, appears like
>> it is only for fixed window size.
>>
>> Appreciate any pointer how to achieve above strategy of implementing
>> rolling calculation based on increased window size.
>>
>> Thanks for your time.
>>
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>
>
>
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