# runFun: Analysis of Running/Rolling/Moving Windows In TTR: Technical Trading Rules

## Description

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

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22``` ```runSum(x, n = 10, cumulative = FALSE) runMin(x, n = 10, cumulative = FALSE) runMax(x, n = 10, cumulative = FALSE) runMean(x, n = 10, cumulative = FALSE) runMedian(x, n = 10, non.unique = "mean", cumulative = FALSE) runCov(x, y, n = 10, use = "all.obs", sample = TRUE, cumulative = FALSE) runCor(x, y, n = 10, use = "all.obs", sample = TRUE, cumulative = FALSE) runVar(x, y = NULL, n = 10, sample = TRUE, cumulative = FALSE) runSD(x, n = 10, sample = TRUE, cumulative = FALSE) runMAD(x, n = 10, center = NULL, stat = "median", constant = 1.4826, non.unique = "mean", cumulative = FALSE) wilderSum(x, n = 10) ```

## Arguments

 `x` Object coercible to xts or matrix. `n` Number of periods to use in the window or, if `cumulative=TRUE`, the number of observations to use before the first result is returned. Must be between 1 and `nrow(x)`, inclusive. `cumulative` Logical, use from-inception calculation? `non.unique` One of 'mean', 'max', or 'min'; which compute their respective statistics for the two middle values of even-sized samples. `y` Object coercible to xts or matrix. `use` Only `"all.obs"` currently implemented. `sample` Logical, sample covariance if `TRUE` (denominator of `n-1`) `center` The values to use as the measure of central tendency, around which to calculate deviations. The default (`NULL`) uses the median. `stat` Statistic to calculate, one of 'median' or 'mean' (e.g. median absolute deviation or mean absolute deviation, respectively.) `constant` Scale factor applied to approximate the standard deviation.

## Value

A object of the same class as `x` and `y` or a vector (if `try.xts` fails).

runSum

returns sums over a n-period moving window.

runMin

returns minimums over a n-period moving window.

runMax

returns maximums over a n-period moving window.

runMean

returns means over a n-period moving window.

runMedian

returns medians over a n-period moving window.

runCov

returns covariances over a n-period moving window.

runCor

returns correlations over a n-period moving window.

runVar

returns variances over a n-period moving window.

runSD

returns standard deviations over a n-period moving window.

returns median/mean absolute deviations over a n-period moving window.

wilderSum

retuns a Welles Wilder style weighted sum over a n-period moving window.

## Author(s)

Joshua Ulrich

TTR documentation built on Jan. 24, 2018, 7:10 p.m.