period.prod {xts} | R Documentation |
Calculate Product By Period
Description
Calculate a product for each period of INDEX. Essentially a rolling application of prod over a series of non-overlapping sections.
Usage
period.prod(x, INDEX)
Arguments
x |
a univariate data object |
INDEX |
a vector of breakpoints to calculate product on |
Details
Used to calculate a product per period given an arbitrary index of sections to be calculated over. This is an optimized function for product. There are additionally optimized versions for min, max, and sum.
For xts-coercible objects, an appropriate INDEX can be
derived from a call to endpoints
.
Value
An xts
or zoo
object of products,
indexed by the period endpoints.
Author(s)
Jeffrey A. Ryan
See Also
endpoints
, period.sum
,
period.min
, period.max
Examples
period.prod(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))
data(sample_matrix)
period.prod(sample_matrix[,1],endpoints(sample_matrix))
period.prod(as.xts(sample_matrix)[,1],endpoints(sample_matrix))
[Package xts version 0.13.2 Index]