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\name{aggregate-methods}
\alias{aggregate-methods}
\docType{methods}
\alias{aggregate}
\alias{aggregate.timeSeries}
\alias{aggregate,timeSeries-method}
\title{Aggregate time series}
\description{
Aggregate a \code{"timeSeries"} object over general periods.
}
\usage{
\S4method{aggregate}{timeSeries}(x, by, FUN, \dots)
}
\arguments{
\item{x}{
an object of class \code{"timeSeries"}.
}
\item{by}{
a sequence of \code{"timeDate"} objects denoting the aggregation
periods, see section \sQuote{Details}.
}
\item{FUN}{
the function to be applied.
}
\item{\dots}{
arguments passed to other methods.
}
}
\details{
\code{aggregate} aggregates \code{x} by applying \code{FUN} on the
values of the time series in each of the aggregation periods,
specified by argument \code{by}.
Argument \code{by} should be of the same class as
\code{time(x)}. \code{by} is sorted and duplicated values are removed
from it. Each pair of consecutive values in \code{by} then determines
a period over which to apply the aggregation function \code{FUN}, see
\code{\link[base]{findInterval}}.
}
\value{
an object of class \code{"timeSeries"}
}
\seealso{
\code{\link{apply}},
\code{\link{align}}
}
\examples{
## Load Microsoft Data Set -
x <- MSFT
## Aggregate by Weeks -
by <- timeSequence(from = start(x), to = end(x), by = "week")
aggregate(x, by, mean)
## Aggregate to Last Friday of Month -
by <- unique(timeLastNdayInMonth(time(x), 5))
X <- aggregate(x, by, mean)
X
dayOfWeek(time(X))
isMonthly(X)
## Aggregate to Last Day of Quarter -
by <- unique(timeLastDayInQuarter(time(x)))
X <- aggregate(x, by, mean)
X
isQuarterly(X)
}
\keyword{methods}
\keyword{chron}
|
