R/localvar.R

`localvar` <-
function(SERIES, WIND = 30)
{
    OUT <- aggregate(SERIES[2:(length(positions(SERIES)) - 1),  ], adj = 1, moving
         = WIND, FUN = var)
    OUT
}

Try the Rsafd package in your browser

Any scripts or data that you put into this service are public.

Rsafd documentation built on May 2, 2019, 5:20 p.m.