split.xts

0th

Percentile

Divide into Groups by Time

Creates a list of xts objects split along time periods.

Keywords
utilities
Usage
# S3 method for xts
split(x, f = "months", drop=FALSE, k = 1, ...)
Arguments
x

an xts object

f

a 'character' vector describing the period to split by

drop

ignored by split.xts

k

number of periods to aggregate into each split. See Details.

further args to non-xts method

Details

A quick way to break up a large xts object by standard time periods; e.g. 'months', 'quarters', etc.

endpoints is used to find the start and end of each period (or k-periods). See that function for valid arguments.

If f is not a character vector, the NextMethod is called, which would in turn dispatch to the split.zoo method.

Value

A list of xts objects.

Note

aggregate.zoo would be more flexible, though not as fast for xts objects.

See Also

endpoints, split.zoo, aggregate.zoo

Aliases
  • split.xts
Examples
# NOT RUN {
data(sample_matrix)
x <- as.xts(sample_matrix)


split(x)
split(x, f="weeks")
split(x, f="weeks", k=4)
# }
Documentation reproduced from package xts, version 0.12-0, License: GPL (>= 2)

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