roll_any: Rolling Any

In roll: Rolling and Expanding Statistics

Rolling Any

Description

A function for computing the rolling and expanding any of time-series data.

Usage

roll_any(x, width, min_obs = width, complete_obs = FALSE,
  na_restore = FALSE, online = TRUE)

Arguments

x	logical vector or matrix. Rows are observations and columns are variables.
width	integer. Window size.
min_obs	integer. Minimum number of observations required to have a value within a window, otherwise result is NA.
complete_obs	logical. If TRUE then rows containing any missing values are removed, if FALSE then each value is used.
na_restore	logical. Should missing values be restored?
online	logical. Process observations using an online algorithm.

Value

An object of the same class and dimension as x with the rolling and expanding any.

Examples

n <- 15
x <- rnorm(n)

# rolling any with complete windows
roll_any(x < 0, width = 5)

# rolling any with partial windows
roll_any(x < 0, width = 5)

# expanding any with partial windows
roll_any(x < 0, width = n)

roll documentation built on May 29, 2024, 6:02 a.m.