[R] Help with aggregate and cor

hvollmeier hvollmeier at mac.com
Wed Mar 10 09:08:52 CET 2010


you may post your question to the R-SIG finance group with a small example. 
If I understand your problem correctly it's like converting tick data of
financial time series into aggregates. (to  1-minute, hourly, daily ... data
sets ). There are packages available for this kind of task that are very
fast and efficient. ( no looping ! )

regards Helmuth
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