[R-SIG-Finance] aligning xts object to regularly spaced time clock

[Dirk Eddelbuettel]

On 22 June 2010 at 02:50, Achim Zeileis wrote:
| On Mon, 21 Jun 2010, Eric Zivot wrote:
| 
| > I am trying to align an xts object containing irregularly spaced intra-day
| > price data to a regularly spaced time clock so that I can do realized
| > variance/covariance calculations. For example, I have two xts objects
| > msftTrades and geTrades created by the RTAQ package (the time index variable
| > is a timeDate object) :
| 
| I suspect that xts has some high-level tools that could be leveraged for 
| this. 

Yup, I reckon that   help(to.period)   would be what Eric is looking for.

-- 
  Regards, Dirk