R - Faster Way to Calculate Rolling Statistics Over a Variable Interval
问题 I'm curious if anyone out there can come up with a (faster) way to calculate rolling statistics (rolling mean, median, percentiles, etc.) over a variable interval of time (windowing). That is, suppose one is given randomly timed observations (i.e. not daily, or weekly data, observations just have a time stamp, as in ticks data), and suppose you'd like to look at center and dispersion statistics that you are able to widen and tighten the interval of time over which these statistics are