Guys, normally when you do something like:
tmp = zoo(rnorm(100), 1:100) rollapply(tmp, 10, function(x) quantile(x, 0.05), align=\"right\")
rollapply in zoo can do that by specifying partial=TRUE, e.g.
rollapply
partial=TRUE
> library(zoo) > > rollapplyr(zoo(1:20), 3, sum, partial=TRUE) 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 1 3 6 9 12 15 18 21 24 27 30 33 36 39 42 45 48 51 54 57