How can compute rolling window for standard deviation in R?

Question

I tried to download the stock price and compute the standard deviation in rolling window. I found the library PerformanceAnalytics but they only have the rollin

Answer 1

Try this:

library(zoo)
rollapplyr(1:10, 3, sd, fill = NA)
## [1] NA NA  1  1  1  1  1  1  1  1

See ?rollapply for more info.

Answer 2

For who is looking for this nowdays, use roll_sd of roll package (rdrr.io link).

                          expr        min         lq        mean   median        uq        max neval
 rollapply(STK, width = 5, sd) 34703.2817 37535.3761 40422.77272 38005.02 38357.489 53512.7018     5
               roll_sd(STK, 5)    18.9334    18.9973    23.90904    19.14    30.608    31.8665     5