xts: apply.monthly – R documentation

Pricing

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

Get Started for Free

Documentation

xts

apply.monthly

Apply Function over Calendar Periods

Description

Apply a specified function to each distinct period in a given time series object.

Usage

apply.daily(x, FUN, ...)
apply.weekly(x, FUN, ...)
apply.monthly(x, FUN, ...)
apply.quarterly(x, FUN, ...)
apply.yearly(x, FUN, ...)

Arguments

`x`	an time-series object coercible to xts
`FUN`	an R function
`...`	additional arguments to FUN

Details

Simple mechanism to apply a function to non-overlapping time periods, e.g. weekly, monthly, etc. Different from rolling functions in that this will subset the data based on the specified time period (implicit in the call), and return a vector of values for each period in the original data.

Essentially a wrapper to the xts functions endpoints and period.apply, mainly as a convenience.

Value

A vector of results produced by FUN, corresponding to the appropriate periods.

Author(s)

Jeffrey A. Ryan

Examples

xts.ts <- xts(rnorm(231),as.Date(13514:13744,origin="1970-01-01"))

start(xts.ts)
end(xts.ts)

apply.monthly(xts.ts,mean)
apply.monthly(xts.ts,function(x) var(x))

xts

eXtensible Time Series

v0.12.1

GPL (>= 2)

Authors

Jeffrey A. Ryan [aut, cph], Joshua M. Ulrich [cre, aut], Ross Bennett [ctb], Corwin Joy [ctb]

Initial release