aggregate_xts_matrix: Aggregate xts matrix data to the given time granularity

In fnoorian/mltsp: Tools for machine-learning based time-series prediction

Description

Aggregate xts matrix data to the given time granularity

Usage

aggregate_xts_matrix(data, on, k = 1, FUN = "sum", na_handling = "auto",
  align_data = TRUE, start_date = NULL, end_date = NULL, ...)

Arguments

data	Input xts object.
on	Determines the new unit of the data frequency. Can be "minutes", "hours", or "days".
k	The new value of frequency (only for hours and minutes).
FUN	Function to aggregate the data with. Either a closure (function), or a string. Strings currently supported are "sum", "prod", "min", "max", last", and "first". By default sum is used.
na_handling	What to do with NA's. "auto" fills 0 if FUN == sum, na.locf's last value else. NULL does nothin to NAs. If a function is given, it is applied directly.
align_data	Align data to the next truncated time-stamp
start_date	First Date in the regular series. Calculated from the given series if NULL. Its type must match the type of data's index.
end_date	Last Date in the regular series. Calculated from the given series if NULL. Its type must match the type of data's index.
...	Other parameters given to FUN

Value

Aggregated Time-series

fnoorian/mltsp documentation built on May 16, 2019, 1:48 p.m.