Applying rolling functions based on time (intraday)?

Add the argument by. Column=FALSE to your rollapply statement.

Add the argument by. Column=FALSE to your rollapply statement: my. Test Xts,20,func.

Vwap,by. Column=FALSE).

Thanks James, that fixes the error I was seeing. My only outstanding bit is changing the rollapply to look at moving time based windows instead of rolling observation based windows. – E.D.Sep 1 at 9:20 The argument partial looks like it can do this, but I can't workout from the documentation exactly how it works.

– James Sep 1 at 9:26 mmm, txs. Maybe one of the rollapply authors will glance at this if we are lucky – E.D.Sep 1 at 11:51.

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