period.prod: Calculate Product By Period
In R-Finance/xts: eXtensible Time Series

Description Usage Arguments Details Value Author(s) See Also Examples

Calculate a product for each period of INDEX. Essentially a rolling application of prod over a series of non-overlapping sections.

1	period.prod(x, INDEX)

`x`	a univariate data object
`INDEX`	a vector of breakpoints to calculate product on

Used to calculate a product per period given an arbitrary index of sections to be calculated over. This is an optimized function for product. There are additionally optimized versions for min, max, and sum.

For xts-coercible objects, an appropriate INDEX can be derived from a call to endpoints.

An xts or zoo object of products, indexed by the period endpoints.

Jeffrey A. Ryan

endpoints, period.sum, period.min, period.max

period.prod(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))

data(sample_matrix)
period.prod(sample_matrix[,1],endpoints(sample_matrix))
period.prod(as.xts(sample_matrix)[,1],endpoints(sample_matrix))