aggregateData: Time series aggregation

In ifultools: Insightful Research Tools

Time series aggregation

Description

Partitions data into blocks and and applies the specified function to each of the blocks.

Usage

aggregateData(x, by, FUN, moving=FALSE, ...)

Arguments

x	a numeric vector.
by	.
FUN	a scalar function to compute the summary statistics which can be applied to all data subsets.
...	additional arguments to pass to FUN.
moving	either FALSE to do standard aggregation, or a positive integer N to perform a moving aggregation (normally used for a moving average) over N samples.

Value

the aggregated series.

See Also

aggregate.

Examples

## Group a simple series into blocks containing 8 
## elements, and take the mean of each block. 
## Each block is lagged by 3 elements 
aggregateData(1:30, by=3, FUN=mean, moving=8)

ifultools documentation built on July 14, 2022, 5:07 p.m.