period_math: Optimized Calculations By Period In xts: eXtensible Time Series

 period.sum R Documentation

Optimized Calculations By Period

Description

Calculate a sum, product, minimum, or maximum for each non-overlapping period specified by `INDEX`.

Usage

``````period.sum(x, INDEX)

period.prod(x, INDEX)

period.max(x, INDEX)

period.min(x, INDEX)
``````

Arguments

 `x` A univariate data object. `INDEX` A numeric vector of endpoints for each period.

Details

These functions are similar to calling `period.apply()` with the same endpoints and function. There may be slight differences in the results due to numerical accuracy.

For xts-coercible objects, an appropriate `INDEX` can be created by a call to `endpoints()`.

Value

An xts or zoo object containing the sum, product, minimum, or maximum for each endpoint in `INDEX`.

Author(s)

Jeffrey A. Ryan

`endpoints()`, `period.apply()`

Examples

``````
x <- c(1, 1, 4, 2, 2, 6, 7, 8, -1, 20)
i <- c(0, 3, 5, 8, 10)

period.sum(x, i)
period.prod(x, i)
period.min(x, i)
period.max(x, i)

data(sample_matrix)
y <- sample_matrix[, 1]
ep <- endpoints(sample_matrix)

period.sum(y, ep)
period.sum(as.xts(y), ep)

period.prod(y, ep)
period.prod(as.xts(y), ep)

period.min(y, ep)
period.min(as.xts(y), ep)

period.max(y, ep)
period.max(as.xts(y), ep)

``````

xts documentation built on June 22, 2024, 9:56 a.m.