[R] Aggregating frequency of irregular time series

Ivan Alves papucho at mac.com
Thu Mar 25 22:38:57 CET 2004


Dear all,

S-Plus has the function AggregateSeries() whose name is self 
explanatory.  For instance one can derive monthly series from daily 
ones by specifying end-of-period, averages, sums, etc.  I looked for a 
similar function in the packages "its" and "tseries", but found 
nothing.  I also help.searched() for aggregate to no avail.  Would 
anybody be so kind to point me in the right direction?

Thank you very much in advance.

best regards,

_______________________
Ivan Alves
mailto://papucho@mac.com




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