tbr_misc

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