aggregate.weeks.to.months: Aggregate a weekly time series to monthly
In michelletran/bsts: Bayesian Structural Time Series

Description Usage Arguments Value Author(s) See Also Examples

Aggregate measurements from a weekly time series into a monthly time series.

   AggregateWeeksToMonths(weekly.series,
                          membership.fraction = NULL,
                          trim.left = TRUE,
                          trim.right = NULL)

`weekly.series`	A numeric vector or matrix of class `zoo` giving the weekly time series to be aggregated. The index must be convertible to class `Date`.
`membership.fraction`	A optional numeric vector corresponding to `weekly.series`, giving the fraction of each week's observation attributable to the month containing the week's first day. If missing, then weeks will be split across months in proportion to the number of days in each month.
`trim.left`	Logical indicating whether the first observation in the monthly aggregate should be removed.
`trim.right`	Logical indicating whether the final observation in the monthly aggregate should be removed.

A zoo-matrix (if weekly.series is a matrix) or vector (otherwise) containing the aggregated values of weekly.series.

Steven L. Scott steve.the.bayesian@gmail.com

AggregateTimeSeries

  week.ending <- as.Date(c("2011-11-05",
                           "2011-11-12",
                           "2011-11-19",
                           "2011-11-26",
                           "2011-12-03",
                           "2011-12-10",
                           "2011-12-17",
                           "2011-12-24",
                           "2011-12-31"))

  weekly.values <- zoo(rnorm(length(week.ending)), week.ending)
  monthly.values <- AggregateWeeksToMonths(weekly.values)