Message-ID: <1317034466.4192.239.camel@brian-desktop>
Date: 2011-09-26T10:54:26Z
From: Brian G. Peterson
Subject: Filtering dates/times from zoo/xts series
In-Reply-To: <001b01cc7c30$87342e00$959c8a00$@k@bridgei2i.com>
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