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)

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.

- 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.

Joshua Ulrich