data-raw/rollingSD.R
In johngil/mscidata: MSCI USA and Min Vol Data Analysis
rollingSD <- function(x, h = 252) {
if (is.numeric(x) && length(x) >= h && h > 0) {
c(numeric(h-1), sapply(1:(length(x)-h+1), function(i) sd(x[i:(i+h-1)])))
}
}
johngil/mscidata documentation built on May 19, 2019, 5:14 p.m.
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rollingSD <- function(x, h = 252) {
if (is.numeric(x) && length(x) >= h && h > 0) {
c(numeric(h-1), sapply(1:(length(x)-h+1), function(i) sd(x[i:(i+h-1)])))
}
}
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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