xts (version 0.10-0)

split.xts: Divide into Groups by Time

Description

Creates a list of xts objects split along time periods.

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

Value

A list of xts objects.

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.

See Also

endpoints, split.zoo, aggregate.zoo

Examples

# NOT RUN {
data(sample_matrix)
x <- as.xts(sample_matrix)


split(x)
split(x, f="weeks")
split(x, f="weeks", k=4)
# }