[R] (no subject)

Gabor Grothendieck ggrothendieck at gmail.com
Wed Jul 1 18:59:29 CEST 2009


See the by= argument.

On Wed, Jul 1, 2009 at 11:08 AM, Andriy Fetsun<fetsun at googlemail.com> wrote:
> Hi,
>
> I am trying to calculate the volatility on not overlapping basis. Do you
> know functions for not overlapping calculation?
>
> It is like to take first 20 observations and apply st.dev to 20 and then
> take next 20 observations and calculate st. deviation.
>
> I tried with function rollapply(), but it doesn't work.
>
> Thank you in advance.
>
> Regards,
>
> Andy
>
>        [[alternative HTML version deleted]]
>
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