[R] rolling sum (like in Rmetrics package)

joshv josh.verdone at yahoo.com
Wed Feb 13 17:25:57 CET 2008


Hello, I'm new to R and would like to know how to create a vector of "rolling
sums". (I have seen the Rmetrics package and the rollMean function and I
would like to do the same thing except Sum instead of Mean.)  I imagine
someone has done this, I just can't find it anywhere.    

Example:
x <- somevector   #where x is 'n' entries long

#what I would like to do is:

x1 <- x[1:20]
output1 <- sum(x1)

x2 <- x[2:21]
output2 <- sum(x2)

x3 <- ...

ouput <- c(output1, output2, ...)


Thanks,
JV
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