[R] Aggregating frequency of irregular time series

[Prof Brian Ripley]

R itself has no support for irregular time series, but it does have an 
aggregate method for regular ones.  You need to look into whichever 
package is handling irregular time series.  However, it seems to me that 
this is not a time series problem at all: you have a set of observations 
whose indices are data-times, and tapply() will do the job.

On Thu, 25 Mar 2004, Ivan Alves wrote:

> 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?

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595