滚动关联使用rollapply包括NA

时间:2019-02-14 07:08:33

标签: r correlation rollapply

我想计算两个返回值的滚动cor,我想将NA值保留在数据中

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movcorr=rollapplyr(usmergetemp, 5, function(usmergetemp) {cor(usmergetemp[,1], usmergetemp[,-1])}, by.column = FALSE)

我使用了rollapplyr,但是它错过了NA值(忽略前5个滚动值中的前4个值),我尝试在cor中使用na.rm = TRUE,但仍然无法正常工作。

如何获取与我的数据相同的行(前四行包含NA,其他行具有相关性)

感谢您的帮助

0 个答案:

没有答案