[R] Help with aggregate and cor
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 ! )
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