timeSeries Class, Functions and Methods
Aggregates a 'timeSeries' Object.
## S4 method for signature 'timeSeries' aggregate(x, by, FUN, ...) daily2monthly(x, init=FALSE) daily2weekly(x, startOn="Tue", init=FALSE)
x |
an object of class 'timeSeries'. |
by |
a sequence of |
FUN |
the function to be applied. |
startOn |
a string value, 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
explicitely 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))
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