Guys, normally when you do something like:
tmp = zoo(rnorm(100), 1:100) rollapply(tmp, 10, function(x) quantile(x, 0.05), align=\"right\")
Why not just pad the series with 9 NAs at the beginning? Definitely better than "ugly for loops":
tmp = zoo(c(rep(NA,9), rnorm(100)), 1:109) zoo(rollapply(tmp, 10, function(x) quantile(x, 0.05, na.rm = TRUE), align="right"), 1:100)