Is there a function like rollapply for data.frame [duplicate] R rolling equation on data.frame
R rolling equation on data.frame Is there a function like rollapply for data.frame
https://www.rdocumentation.org/packages/zoo/versions/1.8-0/topics/rollapply
=========================================================================== I want to make column named '3mean' contains last 3 periods mean price.
As you know, python pandas offers roll_sum
, roll_mean
function for DataFrame. But I can't find such thing in R.
I have read rollapply
function example·question but that is not a dataframe thing or I could not understand because of the complexity.
How can I make a 3mean
column?
Thank you.
library(dplyr)
library(quantmod)
library(TTR)
today <- Sys.Date()
kq <- getSymbols("^kq11",
from = today-30,
to = today,
auto.assign = F)
head(kq,15)
> head(kq,15)
KQ11.Open KQ11.High KQ11.Low KQ11.Close
2017-06-19 672.72 675.71 672.25 675.44
2017-06-20 678.72 678.82 669.41 669.41
2017-06-21 668.41 668.44 662.68 665.77
2017-06-22 667.99 668.36 663.26 663.28
2017-06-23 665.19 669.05 665.02 668.93
2017-06-26 670.59 670.78 667.71 668.36
2017-06-27 671.70 673.13 670.87 672.63
2017-06-28 671.26 672.36 665.89 665.89
2017-06-29 670.10 670.56 666.00 668.00
2017-06-30 665.67 669.12 665.57 669.04
2017-07-03 671.17 671.17 660.04 660.97
2017-07-04 662.17 663.85 654.06 656.19