apply.monthly | R Documentation |
Apply a specified function to each distinct period in a given time series object.
apply.daily(x, FUN, ...)
apply.weekly(x, FUN, ...)
apply.monthly(x, FUN, ...)
apply.quarterly(x, FUN, ...)
apply.yearly(x, FUN, ...)
x |
an time-series object coercible to xts |
FUN |
an R function |
... |
additional arguments to FUN |
Simple mechanism to apply a function to non-overlapping time periods, e.g. weekly, monthly, etc. Different from rolling functions in that this will subset the data based on the specified time period (implicit in the call), and return a vector of values for each period in the original data.
Essentially a wrapper to the xts functions
endpoints
and period.apply
, mainly as
a convenience.
A vector of results produced by FUN
, corresponding
to the appropriate periods.
Jeffrey A. Ryan
endpoints
, period.apply
,
to.monthly
xts.ts <- xts(rnorm(231),as.Date(13514:13744,origin="1970-01-01"))
start(xts.ts)
end(xts.ts)
apply.monthly(xts.ts,mean)
apply.monthly(xts.ts,function(x) var(x))
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