Various functions to analyze data over a moving window of periods.

`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.

n

Number of periods to use in the window or, if
`cumulative=TRUE`

, the number of obversations to use before the first
result is returned.

cumulative

Logical, use from-inception calculation?

non.unique

One of 'mean', 'max', or 'min'; which compute their respective statistics for the two middle values of even-sized samples.

y

Object coercible to xts or matrix.

use

Only `"all.obs"`

currently implemented.

sample

Logical, sample covariance if `TRUE`

(denominator of
`n-1`

)

center

The values to use as the measure of central tendency, around
which to calculate deviations. The default (`NULL`

) uses the median.

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).

- runSum
returns sums over a n-period moving window.

- runMin
returns minimums over a n-period moving window.

- runMax
returns maximums over a n-period moving window.

- runMean
returns means over a n-period moving window.

- runMedian
returns medians over a n-period moving window.

- runCov
returns covariances over a n-period moving window.

- runCor
returns correlations over a n-period moving window.

- runVar
returns variances over a n-period moving window.

- runSD
returns standard deviations over a n-period moving window.

- runMAD
returns median/mean absolute deviations over a n-period moving window.

- wilderSum
retuns a Welles Wilder style weighted sum over a n-period moving window.