Various functions to analyze data over a moving window of periods.

1 | ```
rollSFM(Ra, Rb, n = 60)
``` |

`Ra` |
Object coercible to xts or matrix, containing the excess return for an individual security |

`Rb` |
Object coercible to xts or matrix, containing the market / benchmark return |

`n` |
Number of periods to use in the window |

A object of the same class as `Ra`

(and `Rb`

?) or a vector
(if `try.xts`

fails).

- rollSFM
returns single-factor model parameters and R-squared over a n-period moving window.

Joshua Ulrich

The following site(s) were used to code/document this
indicator:
http://en.wikipedia.org/wiki/Simple_linear_regression

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

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