aggregate-methods {timeSeries}R Documentation

timeSeries Class, Functions and Methods

Description

Aggregates a 'timeSeries' Object.

Usage

## S4 method for signature 'timeSeries'
aggregate(x, by, FUN, ...)

Arguments

by

[aggregate] -
sequence of timeDate objects denoting the aggregation period.

FUN

the function to be applied.

x

an object of class timeSeries.

...

arguments passed to other methods.

Value

returns an aggregated S4 object of class timeSeries.

Examples

## Load Microsoft Data Set -
   data(MSFT)
   x <- MSFT

## Aggregate by Weeks - 
   by <- timeSequence(from = start(x),  to = end(x), by = "week")
   aggregate(x, by, mean)

## Aggregate to Last Friday of Month -
   by <- unique(timeLastNdayInMonth(time(x), 5))
   aggregate(x, by, mean)

## Aggregate to Last Day of Quarter -
   by <- unique(timeLastDayInQuarter(time(x)))
   aggregate(x, by, mean)
[Package timeSeries version 2160.95 Index]