roll: Rolling Window function
In dandermotj/mmr: Measuring Market Risk

Description Usage Arguments Examples

A simple roll function, "rolling the window" across a series of data, applying a function, to produce a vector of results

1	roll(x, .f, ..., width = 1, extend = FALSE)

`x`	a vector passed into `.f`
`.f`	a function or formula If a function, it is used as is. If a formula, e.g. `~ .x + 2`, it is converted to a function with two arguments, `.x` or `.` and `.y`. This allows you to create very compact anonymous functions with up to two inputs.
`...`	further arguments to pass .f
`width`	the width of the window
`extend`	extend the window as it rolls (logical)

# Simulate 4 years of daily returns
x <- rnorm(1000)
# compute the historical var across a window of a year
roll(x, var_historical, conf = 0.8, width = 250)

Really the decision lies with:
if kept simple, we map(df, ~ roll(~ .f(.x)))
but this means we cannot use roll to compute
functions that require interactions like cov(x,y)

That seems like the best way to deal with dataframes