rollapply.xts: rollapply xts as it should be

In optimist/inhouse: In-house all-purpose functions used at CI Estrategias

Description

Overwrites rollapply.xts and uses rollapply.zoo for xts data

Usage

## S3 method for class 'xts'
rollapply(data, ...)

Arguments

data	the data to be used (representing a series of observations).
...	arguments to pass to rollapply.zoo

Details

The function transforms

Value

Corces xts to zoo, then applies rollapply.zoo of zoo package and transforms back to xts

optimist/inhouse documentation built on May 24, 2019, 3:56 p.m.