apply.rolling {PerformanceAnalytics} | R Documentation

## calculate a function over a rolling window

### Description

Creates a results timeseries of a function applied over a rolling window.

Wrapper function for `rollapply` to hide some of the complexity of managing single-column zoo objects.

### Usage

    apply.rolling(R, width = 12, FUN = "mean", na.pad = TRUE, ...)

### Arguments

`R` | a vector, matrix, data frame, timeSeries or zoo object of asset returns
`FUN` | any function that can be evaluated using a single set of returns (e.g., rolling beta won't work, but `Return.annualized` will)
`width` | number of periods to apply rolling function window over
`na.pad` | TRUE/FALSE If TRUE it adds any times that would not otherwise have been in the result with a value of NA. If FALSE those times are dropped.
`...` | any other passthru parameters

### Value

A timeseries in a zoo object of the calculation results

### Author(s)

Peter Carl

### See Also

`apply`
`rollapply`

### Examples

[Package PerformanceAnalytics version 0.9.5 Index]