[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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