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A function for computing the rolling and expanding all of time-series data.
roll_all(x, width, min_obs = width, complete_obs = FALSE,
na_restore = FALSE, online = TRUE)An object of the same class and dimension as x with the rolling and expanding
all.
logical vector or matrix. Rows are observations and columns are variables.
integer. Window size.
integer. Minimum number of observations required to have a value within a window,
otherwise result is NA.
logical. If TRUE then rows containing any missing values are removed,
if FALSE then each value is used.
logical. Should missing values be restored?
logical. Process observations using an online algorithm.
n <- 15
x <- rnorm(n)
# rolling all with complete windows
roll_all(x < 0, width = 5)
# rolling all with partial windows
roll_all(x < 0, width = 5)
# expanding all with partial windows
roll_all(x < 0, width = n)
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