aggr.quote: aggr.quote
In QuantAndrew/QUtility:

Description Usage Arguments Details Value Author(s) Examples

aggregate the asset quote series into specific freq.

1	aggr.quote(quote, freq, var = "close")

`quote`	an xts, vector, matrix, data frame, timeSeries or zoo object of asset price
`freq`	An interval specification, one of "day", "week", "month", "quarter" and "year", optionally preceded by an integer and a space, or followed by "s".See `cut.Date` for detail.
`var`	a character string, indicating the aggregated variable,could be:"open","close","high","low","vol",by default "close".

The function could be used in quote of "open","close","high","low","vol",by specify different var parametre

a aggregated quote series, of the same class of quote.

Ruifei.yin

rtn.long <- zoo(rnorm(100,0.001,0.02),as.Date("2010-01-01")+1:100)
rtn.short <- rtn.long + rnorm(100,-0.001,0.003)
rtn <- merge(rtn.long,rtn.short)
price.close <- WealthIndex(rtn)
aggr.quote(price.close,"month")