Divide into Groups by Time
Creates a list of xts objects split along time periods.
## S3 method for class 'xts' split(x, f = "months", drop=FALSE, k = 1, ...)
x |
an xts object |
f |
a 'character' vector describing the period to split by |
drop |
ignored by split.xts |
k |
number of periods to aggregate into each split. See Details. |
... |
further args to non-xts method |
A quick way to break up a large xts object by standard time periods; e.g. 'months', 'quarters', etc.
endpoints is used to find the start and end of
each period (or k-periods). See that function for valid
arguments.
If f is not a character vector, the NextMethod is
called, which would in turn dispatch to the split.zoo method.
A list of xts objects.
aggregate.zoo would be more flexible, though not as fast
for xts objects.
Jeffrey A. Ryan
data(sample_matrix) x <- as.xts(sample_matrix) split(x) split(x, f="weeks") split(x, f="weeks", k=4)
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