xts (version 0.13.1)

apply.monthly: Apply Function over Calendar Periods

Description

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

Usage

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

Value

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

Arguments

x

an time-series object coercible to xts

FUN

an R function

...

additional arguments to FUN

Author

Jeffrey A. Ryan

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.

See Also

endpoints, period.apply, to.monthly

Examples

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))