Eluvias

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``` r library(plyr) a = c(TRUE, FALSE, TRUE, FALSE, TRUE, TRUE) b = c('a', 'b', 'c', 'de', 'f', 'g') c = c(1, 2, 3, 4, 5, 6) d = c(0,...

This is because `TTR` is applied on financial price series; no negative prices. So , `ROC` works fine in this context. But there is a corner case : for example...

Revert back to xts 0.9-7 on your latest R version. ```r devtools::install_version("xts", version = "0.9-7") ```

If it helps, here is one approach. Of course needs testing, but it works for me so far. ``` r library(xts) xts_print #> Index Open High Low Close #> 1:...

An `R` package with a rolling `mad` implementation is [TTR](https://www.rdocumentation.org/packages/TTR/versions/0.23-4) with [runMAD()](https://www.rdocumentation.org/packages/TTR/versions/0.23-4/topics/runSum) function which has the option `stats` to return either the rolling median or mean absolute deviation. Another `R`...