Its a bit hard to tell what you want as you haven't provided a reproducible
example as requested in the posting guidelines.

Without that I can guess.  First, there are no alternatives to xts ;-)

Second, you probably want to look at ?split.xts (which is just the xts
method split) combined with lapply.  A quick search of this list over the
last month will get you examples of its use and power.

Aside from that, post a sample code and we can help further if need be.

Best,
Jeff

On Thu, Aug 25, 2011 at 5:37 PM, Ira Sharenow <irasharenow100@yahoo.com>wrote:

> I have multivariate time series data and I am using xts but am open to
> alternatives. I am trying to write a function for a user.
>
>
>
> For all years combined, I would like to find quarterly volatility (sd). I
> want to have just four outputs: Q1, Q2, Q3, Q4.
>
>
>
> Can someone help me out?
>
>
>
> If instead I wanted to find the volatility for each quarter of each year, I
> would use something like:
>
>
>
> apply.quarterly(xInput, function(x) apply(x,2,sd))
>
>
>
> This would give me results for 2008Q1, 2008Q2, ., 2009Q1, ., 2011Q2
>
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>
> _______________________________________________
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> should go.
>



-- 
Jeffrey Ryan
jeffrey.ryan@lemnica.com

www.lemnica.com
www.esotericR.com

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