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Used to apply a function to subsets of a data vector. In particular, it is used to find moving averages over a certain "lag" period.
simple.lag(x, lag, FUN = mean)
a data vector
the lag amount to use.
a function to apply to the lagged data. Defaults to mean
returns a vector.
The function FUN is applied to the data x[(i-lag):i] and assigned to the (i-lag)th component of the return vector. Useful for finding moving averages.
filter
# NOT RUN { ## find a moving average of the dow daily High data(dowdata) lag = 50; n = length(dowdata$High) plot(simple.lag(dowdata$High,lag),type="l") lines(dowdata$High[lag:n]) # }
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