aggregate-methods {timeSeries} | R Documentation |
Aggregate a "timeSeries"
object over general periods. There
also functions for the common cases of changing daily to weekly and
daily to monthly.
## S4 method for signature 'timeSeries'
aggregate(x, by, FUN, ...)
daily2monthly(x, init=FALSE)
daily2weekly(x, startOn="Tue", init=FALSE)
x |
an object of class |
by |
a sequence of |
FUN |
the function to be applied. |
startOn |
a character string, specifying the day of week as a three letter
abbreviation. Weekly aggregated data records are then fixed to the
weekdays given by the argument |
init |
a logical value, if set to |
... |
arguments passed to other methods. |
The function aggregate
is a function which can
aggregate time series on general aggregation periods.
In addition there are two tailored function for simple
usage: Function daily2monthly
and daily2weekly
which allow to aggregate "timeSeries"
objects from daily
to monthly or weekly levels, respectively.
In the case of the function daily2weekly
one can
explicitly set the starting day of the week, the default
value is Tuesday, startOn="Tue"
.
aggregate
returns an aggregated S4 object of class
timeSeries
.
daily2monthly
returns an aggregated monthly object
of class timeSeries
.
daily2weekly
returns an aggregated weekly object
of class timeSeries
starting on the specified day
of week.
## 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)
## Aggregate daily records to end of month records -
X <- daily2monthly(x)
X
isMonthly(X)
## Aggregate da, ily records to end of week records -
X <- daily2weekly(x, startOn="Fri")
X
dayOfWeek(time(X))