I have a matrix with two columns where each column is a variable. I'm building two sliding windows of size 3
data <- matrix(1:20,ncol = 2, dimnames = list(NULL, c("var1","var2")))> data var1 var2 [1,] 1 11 [2,] 2 12 [3,] 3 13 [4,] 4 14 [5,] 5 15 [6,] 6 16 [7,] 7 17 [8,] 8 18 [9,] 9 19[10,] 10 20> rollapplyr(data, 3, c) [,1] [,2] [,3] [,4] [,5] [,6][1,] 1 2 3 11 12 13[2,] 2 3 4 12 13 14[3,] 3 4 5 13 14 15[4,] 4 5 6 14 15 16[5,] 5 6 7 15 16 17[6,] 6 7 8 16 17 18[7,] 7 8 9 17 18 19[8,] 8 9 10 18 19 20
But when I try to do the same with the xtc object I get an error
library(xts) data_xts <- xts(data, Sys.time()+1:10) rollapplyr(data_xts, 3, c)Error in array(ans, c(len.a%/%d2, d.ans), if (!is.null(names(dn.ans)) || : length of 'dimnames' [1] not equal to array extent