Thanks! As it happens, my function doesn't conform to any pre-optimized facilities, though I wish it did. At some point, I may look into writing an optimized va

Thanks! As it happens, my function doesn't conform to any pre-optimized facilities, though I wish it did. At some point, I may look into writing an optimized variation, with the help of Rcpp, or even using the (inspiring!) fortran approach of quantmod/xts.