Hello,


I have 1-minute time series stock data and I'd like to calculate mean of every n-th candle data of m-days.


result = c(mean of 1th data, mean of 2nd data, ...)


mean of 1th data = (1th data of 2012-1-1 + 1th data of 2012-1-2 + 1th data of 2012-1-3) / 3

mean of 2nd data = (2nd data of 2012-1-1 + 2nd data of 2012-1-2 + 2nd data of 2012-1-3) / 3
...

Could you let me know the fastest method ?


 Thanks in advance,



	[[alternative HTML version deleted]]

