aggr.rtn: aggr.rtn
In raphael210/QUtility:

Description Usage Arguments Value Author(s) Examples

aggregate the return series into specific freq

1	aggr.rtn(rtn, freq)

`rtn`	an xts, vector, matrix, data frame, timeSeries or zoo object of asset returns
`freq`	An interval specification, one of "day", "week", "month", "quarter" and "year", optionally preceded by an integer and a space, or followed by "s".See `cut.Date` for detail.

a aggregated return series, of the same class of rtn.

Ruifei.yin

rtn.long <- zoo(rnorm(100,0.001,0.02),as.Date("2010-01-01")+1:100)
rtn.short <- rtn.long + rnorm(100,-0.001,0.003)
rtn <- merge(rtn.long,rtn.short)
aggr.rtn(rtn,"month")