Description Usage Arguments Value Author(s)
Various functions to analyze data over a moving window of periods.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27  runSum(x, n = 10, cumulative = FALSE)
runMin(x, n = 10, cumulative = FALSE)
runMax(x, n = 10, cumulative = FALSE)
runMean(x, n = 10, cumulative = FALSE)
runMedian(x, n = 10, non.unique = "mean",
cumulative = FALSE)
runCov(x, y, n = 10, use = "all.obs", sample = TRUE,
cumulative = FALSE)
runCor(x, y, n = 10, use = "all.obs", sample = TRUE,
cumulative = FALSE)
runVar(x, y = NULL, n = 10, sample = TRUE,
cumulative = FALSE)
runSD(x, n = 10, sample = TRUE, cumulative = FALSE)
runMAD(x, n = 10, center = NULL, stat = "median",
constant = 1.4826, non.unique = "mean",
cumulative = FALSE)
wilderSum(x, n = 10)

x 
Object coercible to xts or matrix. 
y 
Object coercible to xts or matrix. 
n 
Number of periods to use in the window or, if

cumulative 
Logical, use frominception calculation? 
sample 
Logical, sample covariance if 
use 
Only 
non.unique 
One of 'mean', 'max', or 'min'; which compute their respective statistics for the two middle values of evensized samples. 
center 
The values to use as the measure of central
tendency, around which to calculate deviations. The
default ( 
stat 
Statistic to calculate, one of 'median' or 'mean' (e.g. median absolute deviation or mean absolute deviation, respectively.) 
constant 
Scale factor applied to approximate the standard deviation. 
A object of the same class as x
and y
or a
vector (if try.xts
fails).
returns sums over a nperiod moving window.
returns minimums over a nperiod moving window.
returns maximums over a nperiod moving window.
returns means over a nperiod moving window.
returns medians over a nperiod moving window.
returns covariances over a nperiod moving window.
returns correlations over a nperiod moving window.
returns variances over a nperiod moving window.
returns standard deviations over a nperiod moving window.
returns median/mean absolute deviations over a nperiod moving window.
retuns a Welles Wilder style weighted sum over a nperiod moving window.
Joshua Ulrich
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