aggregate-methods {timeSeries} | R Documentation |
Aggregate time series
Description
Aggregate a "timeSeries"
object over general periods.
Usage
## S4 method for signature 'timeSeries'
aggregate(x, by, FUN, ...)
Arguments
x |
an object of class |
by |
a sequence of |
FUN |
the function to be applied. |
... |
arguments passed to other methods. |
Details
aggregate
aggregates x
by applying FUN
on the
values of the time series in each of the aggregation periods,
specified by argument by
.
Argument by
should be of the same class as
time(x)
. by
is sorted and duplicated values are removed
from it. Each pair of consecutive values in by
then determines
a period over which to apply the aggregation function FUN
, see
findInterval
.
Value
an object of class "timeSeries"
See Also
Examples
## Load Microsoft Data Set -
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))
X <- aggregate(x, by, mean)
X
dayOfWeek(time(X))
isMonthly(X)
## Aggregate to Last Day of Quarter -
by <- unique(timeLastDayInQuarter(time(x)))
X <- aggregate(x, by, mean)
X
isQuarterly(X)
[Package timeSeries version 4032.109 Index]