TTR (version 0.24.2)

# runSum: Analysis of Running/Rolling/Moving Windows

## Description

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

## Usage

```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)```

## Arguments

x

Object coercible to xts or matrix.

n

Number of periods to use in the window or, if `cumulative=TRUE`, the number of observations to use before the first result is returned. Must be between 1 and `nrow(x)`, inclusive.

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.

## Value

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.