?period.apply

On Tue, Aug 2, 2011 at 12:11 PM, Noah Silverman <noahsilverman@ucla.edu>wrote:

> Hello,
>
> I'm looking at the functionality of XTS for converting a series of ticks to
> a bar  (1 minute, 5 minutes, 15 minutes, etc.)
>
> Once feature that doesn't appear to be present is the mean of the values
> within a bar.  While the OHLC values are very useful, there is need for the
> mean across all the ticks within that bar.
>
> Does anybody have any suggestions on how to accomplish this easily?
>
> Thanks!
>
> --
> Noah Silverman
> UCLA Department of Statistics
> 8117 Math Sciences Building
> Los Angeles, CA 90095
>
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