xts: period.sum – R documentation

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period.sum

Calculate Sum By Period

Description

Calculate a sum for each period of INDEX. Essentially a rolling application of sum over a series of non-overlapping sections.

Usage

period.sum(x, INDEX)

Arguments

`x`	a univariate data object
`INDEX`	a numeric vector of endpoints to calculate sum on

Details

Used to calculate a sum per period given an arbitrary index of sections to be calculated over. This is an optimized function for sum. There are additionally optimized versions for min, max, and prod.

For xts-coercible objects, an appropriate INDEX can be derived from a call to endpoints.

Value

An xts or zoo object of sums, indexed by the period endpoints.

Author(s)

Jeffrey A. Ryan

Examples

period.sum(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))

data(sample_matrix)
period.sum(sample_matrix[,1],endpoints(sample_matrix))
period.sum(as.xts(sample_matrix)[,1],endpoints(sample_matrix))

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