xts (version 0.12.1)

period.sum: Calculate Sum By Period

Description

Calculate a sum for each period of INDEX. Essentially a rolling application of sum over a series of non-overlapping sections.

Usage

period.sum(x, INDEX)

Value

An xts or zoo object of sums, indexed by the period endpoints.

Arguments

x

a univariate data object

INDEX

a numeric vector of endpoints to calculate sum on

Author

Jeffrey A. Ryan

Details

Used to calculate a sum per period given an arbitrary index of sections to be calculated over. This is an optimized function for sum. There are additionally optimized versions for min, max, and prod.

For xts-coercible objects, an appropriate INDEX can be derived from a call to endpoints.

See Also

endpoints, period.max, period.min, period.prod

Examples

period.sum(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))

data(sample_matrix)
period.sum(sample_matrix[,1],endpoints(sample_matrix))
period.sum(as.xts(sample_matrix)[,1],endpoints(sample_matrix))