[R] Local parameter calculation

[Minghua Yao]

Dear all,

I am a newbie in R. I encounter a problem as follows.

I have 2 vectors X and Y that have a equal length of several thousand. I see
Y as the function of X. Both of them are random. X is not arrranged in any
order. Of course, I do plot(X,Y). Now, I want to use a sliding narrow window
to run over each X, then calculate the variances within that window.

Anyone knows easy way in R to do this? Reply is appreciated.

-MY