Add split method for zoo objects
Splits zoo objects by a grouping variable ala split(). Each univariate series is turned into a multivariate zoo object. If the original series is multivariate, the output is a list of multivariate zoo objects.
Split.zoo(x, f)
x |
an univariate or multivariate zoo object |
f |
A grouping variable of the same length of x. A warning is given is length(f) is not the same as index size of x |
Returns a multivariate zoo object, or list of such.
John Verzani
if(require(zoo)) { split.zoo = Split.zoo ## make generic x = zoo(1:30,1:30) f = sample(letters[1:5],30, replace=TRUE) split(x,f) }
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