period.apply: Apply Function Over Specified Interval

Description

Apply a specified function to data over intervals specified by INDEX. The intervals are defined as the observations from INDEX[k]+1 to INDEX[k+1], for k = 1:(length(INDEX)-1).

Usage

period.apply(x, INDEX, FUN, ...)

Value

An object with length(INDEX) - 1 observations (assuming INDEX

starts with 0 and ends with NROW(x)).

Arguments

x: The data that FUN will be applied to.
INDEX: A numeric vector of index breakpoint locations. The vector should begin with 0 and end with NROW(x).
FUN: A function to apply to each interval in x.
...: Additional arguments for FUN.

Author

Jeffrey A. Ryan, Joshua M. Ulrich

Details

Similar to the rest of the apply family, period.apply() calculates the specified function's value over a subset of data. The primary difference is that period.apply() applies the function to non-overlapping intervals of a vector or matrix.

Useful for applying functions over an entire data object by any non-overlapping intervals. For example, when INDEX is the result of a call to endpoints().

period.apply() checks that INDEX is sorted, unique, starts with 0, and ends with NROW(x). All those conditions are true of vectors returned by endpoints().

Examples

Run this code

zoo.data <- zoo(rnorm(31)+10,as.Date(13514:13744,origin="1970-01-01"))
ep <- endpoints(zoo.data,'weeks')
period.apply(zoo.data, INDEX=ep, FUN=function(x) colMeans(x))
period.apply(zoo.data, INDEX=ep, FUN=colMeans)                  #same

period.apply(letters,c(0,5,7,26), paste0)

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