[R-sig-finance] average values for time series

Jonathan Q. jqm475 at gmail.com
Wed Apr 27 12:37:28 CEST 2005


New to R, currently use FAME.  One of the things I like about FAME is
that if I have a series, say the near month for a commodity, I can set
the series property so when i view weekly data, the data is the
average of the daily data.  alternatively, for other series like stock
prices I can have the series always display the last value (i.e.,
monthly would take last value in month vs the average).  also able to
use with a cummulative as well.

does R/RMetrics have a way to do this as well??



More information about the R-sig-finance mailing list