split: Divide into Groups by Time

In R-Finance/xts: eXtensible Time Series

Description

Creates a list of xts objects split along time periods.

Usage

## S3 method for class 'xts'
split(x, f = "months", drop=FALSE, k = 1, ...)

Arguments

x	an xts object
f	a 'character' vector describing the period to split by
drop	ignored by split.xts
k	number of periods to aggregate into each split. See Details.
...	further args to non-xts method

Details

A quick way to break up a large xts object by standard time periods; e.g. 'months', 'qaurters', etc.

endpoints is used to find the start and end of each period (or k-periods). See that function for valid arguments.

If f is not a character vector, the NextMethod is called, which would in turn dispatch to the split.zoo method.

Value

A list of xts objects.

Note

aggregate.zoo would be more flexible, though not as fast for xts objects.

Author(s)

Jeffrey A. Ryan

See Also

endpoints, split.zoo, aggregate.zoo

Examples

data(sample_matrix)
x <- as.xts(sample_matrix)


split(x)
split(x, f="weeks")
split(x, f="weeks", k=4)

R-Finance/xts documentation built on May 8, 2019, 4:51 a.m.