tbr_misc

a data frame with at least two variables; time column formatted
as date, date/time and value column.

.tbl

column containing the values the function is applied to.

tcolumn

character, one of "years", "months", "weeks", "days", "hours", "minutes", "seconds"

unit

numeric, describing the length of the time window.

func

optional additional arguments passed to function <code>func</code>

Use Generic Functions with Time Windows

Provides rolling statistical functions based
on date and time windows instead of n-lagged observations.

Michael Schramm

tbrf

Time-Based Rolling Functions

Frank Harrell

tbr_misc function

<dl><dt>.tbl</dt>
<dd>a data frame with at least two variables; time column formatted
as date, date/time and value column.</dd>
<dt>x</dt>
<dd>column containing the values the function is applied to.</dd>
<dt>tcolumn</dt>
<dd>formatted time column.</dd>
<dt>unit</dt>
<dd>character, one of "years", "months", "weeks", "days", "hours", "minutes", "seconds"</dd>
<dt>n</dt>
<dd>numeric, describing the length of the time window.</dd>
<dt>func</dt>
<dd>specified function</dd>
<dt>...</dt>
<dd>optional additional arguments passed to function <code>func</code></dd></dl>

Arguments

Use Generic Functions with Time Windows — tbr_misc

<dl>

<dt>.tbl</dt>
<dd>a data frame with at least two variables; time column formatted
as date, date/time and value column.</dd>


<dt>x</dt>
<dd>column containing the values the function is applied to.</dd>


<dt>tcolumn</dt>
<dd>formatted time column.</dd>


<dt>unit</dt>
<dd>character, one of "years", "months", "weeks", "days", "hours", "minutes", "seconds"</dd>


<dt>n</dt>
<dd>numeric, describing the length of the time window.</dd>


<dt>func</dt>
<dd>specified function</dd>


<dt>...</dt>
<dd>optional additional arguments passed to function <code>func</code></dd>

</dl>

tbr_misc: Use Generic Functions with Time Windows

Description

Usage

Value

Arguments

Examples