apply.monthly

From xts v0.9-7 by Jeffrey Ryan

Apply Function over Calendar Periods

Apply a specified function to each distinct period in a given time series object.

Keywords: utilities

Usage

apply.daily(x, FUN, ...)
apply.weekly(x, FUN, ...)
apply.monthly(x, FUN, ...)
apply.quarterly(x, FUN, ...)
apply.yearly(x, FUN, ...)

Arguments

x: an time-series object coercible to xts
FUN: an R function
…: additional arguments to FUN

Details

Simple mechanism to apply a function to non-overlapping time periods, e.g. weekly, monthly, etc. Different from rolling functions in that this will subset the data based on the specified time period (implicit in the call), and return a vector of values for each period in the original data.

Essentially a wrapper to the xts functions endpoints and period.apply, mainly as a convenience.

Value

A vector of results produced by FUN, corresponding to the appropriate periods.

Examples

library(xts)

# NOT RUN {
xts.ts <- xts(rnorm(231),as.Date(13514:13744,origin="1970-01-01"))

start(xts.ts)
end(xts.ts)

apply.monthly(xts.ts,mean)
apply.monthly(xts.ts,function(x) var(x))
# }

Documentation reproduced from package xts, version 0.9-7, License: GPL (>= 2)

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