Sliding Windows and Calendars

on YouTube ↗05m

" summary

Two R packages implement practical rolling windows: slide does arbitrary sliding and expanding windows (type- and size-stable, variants like slide_double/slide_dfr) and slide_index lets windows be defined by a date index so irregular gaps are handled correctly; almanac builds custom business calendars and a bdays vector to shift dates by business days respecting weekends and user holidays. Together they compute a 20-business-day moving average (or rolling regressions/cumsums) over missing and irregular dates and they work as advertised.

AI-written summary · about

" chapters (7)

1. 0:00Intro
2. 0:34Slider
3. 1:43PerSlide
4. 2:04SlideIndex
5. 3:19Almanac
6. 3:50Bdays
7. 4:39Slider Almanac

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