[R] subset daily to monthly in a zoo or xts

[Achim Zeileis]

On Mon, 23 Apr 2012, Vikram Bahure wrote:

> Dear R users,
>
> I want to subset a daily zoo series according to its month, find % of "NA"
> in each month.
>
> I am finding it difficult to subset the daily dataset into monthly for the
> given operation.I am planning to do this for a huge dataset.

Use aggregate(z, as.yearmon, ...) for aggregation to a monthly series. A 
simple artificial example is:

## data with NAs
set.seed(1)
x <- rnorm(50)
x[sample(1:50, 10)] <- NA

## as zoo
z <- zoo(x, as.Date("2012-01-01") + 0:49)

## proportion of NAs
aggregate(z, as.yearmon, function(x) mean(is.na(x)))

hth,
Z

> Thanks in advance.
>
> Regards
> Vikram
>
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