frequency-data.table-method: Return the number of observations per interval
In lsilvest/dtts.utils: Utilities for data.table time-series

Description Usage Arguments Details Value Examples

frequency returns the number of observations in data.table x when subdivided in the specified interval

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## S4 method for signature 'data.table'
frequency(x, by, ival = by, start = x[[1]][1],
  end = tail(x[[1]], 1))

`x`	the `data.table` time-series for which to calculate the frequency
`by`	interval specified in nanoseconds
`start`	scalar `nanotime` defining the start of the grid; by default the first element of `x` is taken.
`end`	scalar `nanotime` defining the end of the grid; by default the last element of `x` is taken.

The interval specified in by is used to subdivide x. The number of observations in x is then counted for each interval, and the results are assigned to the end of each interval.

a data.table time-series with the number of observations in x that fall withing the intervals defined by by

## Not run: 
one_second <- 1e9
one_minute <- 60 * one_second
x <- data.table(index=nanotime(cumsum(sin(seq(0.001, pi, 0.001)) * one_second)), 1)
frequency(x, as.integer64(one_minute))

## End(Not run)