Time series aggregation

Share:

Description

Partitions data into blocks and and applies the specifed function to each of the bocks.

Usage

1
aggregateData(x, by, FUN, moving=FALSE, ...)

Arguments

x

a numeric vector.

by

.

FUN

a scalar function to compute the summary statistics which can be applied to all data subsets.

...

additional arguments to pass to FUN.

moving

either FALSE to do standard aggregation, or a positive integer N to perform a moving aggregation (normally used for a moving average) over N samples.

Value

the aggregated series.

See Also

aggregate.

Examples

1
2
3
4
## Group a simple series into blocks containing 8 
## elements, and take the mean of each block. 
## Each block is lagged by 3 elements 
aggregateData(1:30, by=3, FUN=mean, moving=8)

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.