Number of elements in k-long window calculated on idx vector.
If idx is an `as.integer(date)` vector, then k=number of days in window -
then the result is number of observations within k days window.
Usage
length_run(k = integer(1), lag = integer(1), idx = integer(0))
Arguments
k
integer vector or single value denoting size of the running window. If k is a single
value then window size is constant for all elements, otherwise if length(k) == length(x) different
window size for each element.
lag
integer vector or single value denoting window lag.
If lag is a single value then window lag is constant for all elements,
otherwise if length(lag) == length(x) different window size for each
element. Negative value shifts window forward.
idx
date or integer an optional integer vector containing index of observation. If specified
then k and lag are depending on idx. Length of idx should be equal of length x