Re: [R] aggregate

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Thu 12 May 2005 - 05:59:50 EST

On Wed, 11 May 2005 15:44:41 -0400 Omar Lakkis wrote:

> I have a data frame of daily open, high, low and settle prices. How
> can I aggregate this data weekly?

When you transform your data from data.frame to a "zoo" time series object (in package zoo) then you can use the corresponding aggregate method. See ?aggregate.zoo and the vignette in the package zoo.

Also look at the archives of the finance SIG mailing list which recently discussed how to do this using the zoo or the its package. Z

> The data frame has five columns, the first is the date column and the
> rest are the prices.
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Thu May 12 06:22:41 2005

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