pq_freq | R Documentation |
pq_freq
convert a daily OHLC dataframe into a specified frequency.
pq_freq(dt, freq = "monthly", date_type = "eop")
dt |
a list/dataframe of time series dataset. |
freq |
the frequency that the input daily data will converted to. It supports weekly, monthly, quarterly and yearly. |
date_type |
the available date type are eop (end of period) and bop (bebinning of period), defaults to the eop. |
## Not run:
data(dt_ssec)
dat1_weekly = pq_freq(dt_ssec, "weekly")
data(dt_banks)
dat2_weekly = pq_freq(dt_banks, "monthly")
## End(Not run)
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