[R] Moving standard deviation?

[Sundar Dorai-Raj]

You could use ?running in the gtools package (part of the gregmisc bundle).

--sundar

doktora v wrote:

> I have tried there but didn't find anything useful. Most of the
> matches are for functions which take a std dev input, and the "moving"
> part of the query relates to something else (like moving average in
> the qcc package).
> 
> Anyway, it's not too difficult to create the function, but I was
> wondering if anyone had done it before. Efficiency is a concideration,
> naturally.
> 
> I'll post what i come up with...
> 
> cheers
> dok
> 
> 
> On Mon, 13 Dec 2004 10:04:59 -0800, Spencer Graves
> <spencer.graves at pdf.com> wrote:
> 
>>      A search for "moving standard deviation" at www.r-project.org ->
>>search -> "R site search" just produced 7 matches.  Please look at those
>>and let us know if none of those help you (and what you tried that
>>didn't work).
>>
>>      spencer graves
>>
>>doktora v wrote:
>>
>>
>>>Is there a simple function in R to get a moving standard deviation
>>>(i.e. for the last x samples)?
>>>
>>>My goal is to plot bollinger bands around a moving average for price
>>>data. I use kernel smoothing for the moving average.
>>>
>>>cheers and thanks!
>>>over and out
>>>-- doktora
>>>
>>>______________________________________________
>>>R-help at stat.math.ethz.ch mailing list
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>>>
>>
>>--
>>Spencer Graves, PhD, Senior Development Engineer
>>O:  (408)938-4420;  mobile:  (408)655-4567
>>
>>
> 
> 
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