roll_any {roll}

Rolling Any

Description

A function for computing the rolling and expanding any of time-series data.

Usage

roll_any(x, width, min_obs = width, complete_obs = FALSE,
  na_restore = FALSE, online = TRUE)

Arguments

x

logical vector or matrix. Rows are observations and columns are variables.

width

integer. Window size.

min_obs

integer. Minimum number of observations required to have a value within a window, otherwise result is NA.

complete_obs

logical. If TRUE then rows containing any missing values are removed, if FALSE then each value is used.

na_restore

logical. Should missing values be restored?

online

logical. Process observations using an online algorithm.

Value

An object of the same class and dimension as x with the rolling and expanding any.

Examples

n <- 15
x <- rnorm(n)

# rolling any with complete windows
roll_any(x < 0, width = 5)

# rolling any with partial windows
roll_any(x < 0, width = 5)

# expanding any with partial windows
roll_any(x < 0, width = n)