aggregate-methods {timeSeries} | R Documentation |
Aggregates a 'timeSeries' Object.
## S4 method for signature 'timeSeries': aggregate(x, by, FUN, ...)
by |
[aggregate] - sequence of timeDate objects denoting the aggregation
period.
|
FUN |
the function to be applied. |
x |
an object of class timeSeries .
|
... |
arguments passed to other methods. |
returns an aggregated S4 object of class timeSeries
.
## data - x <- as.timeSeries(data(msft.dat)) ## aggregate by weeks by <- timeSequence(from = start(x), to = end(x), by = "week") aggregate(x, by, mean) ## aggregate to last Friday of month - by <- unique(timeLastNdayInMonth(time(x), 5)) aggregate(x, by, mean) ## aggregate to last day of quarter - by <- unique(timeLastDayInQuarter(time(x))) aggregate(x, by, mean)