split.xts
From xts v0.12.1
by Joshua Ulrich
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
Examples
# NOT RUN {
data(sample_matrix)
x <- as.xts(sample_matrix)
split(x)
split(x, f="weeks")
split(x, f="weeks", k=4)
# }
Community examples
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