Filtering dates/times from zoo/xts series
On Mon, 2011-09-26 at 15:11 +0530, Arun Krishnamoorthy wrote:
Is there a nice way to aggregate daily data from xts or zoo to a
monthly level?
Example.
new<-getSymbols("INR=X",src="yahoo", auto.assign = FALSE)
returns INR to USD at a daily level as a xts. Is there a nice way to
get a monthly or weekly average & std dev from this data that has O,
C, L, H and volume? Sorry, I may have missed a discussion on this from
before.
Thanks,
AK
Arun, If you're going to ask a new (even related question), please start a new thread. seee ?to.monthly and more generically, see ?to.period Regards, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock