[R-SIG-Finance] [R-sig-finance] xts feature

Jeff Ryan jeff.a.ryan at gmail.com
Mon Jan 26 18:31:22 CET 2009


Hi Kafkaz,

Try something like:

period.apply(Vo(x), endpoints(x, 'hours'), mean)

Useful tools from xts that are of interest:

?period.apply, ?endpoints, ?to.period

You can also use aggregate, which on xts objects will call the method
from the zoo package (automatically loaded).

HTH
Jeff

R/Finance 2009: Applied Finance with R
April 24, 25th Chicago, IL

http://www.quantmod.com/news/  http://www.RinFinance.com

-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com



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