period.apply {xts} | R Documentation |
Apply a specified function to data over intervals specified by INDEX
.
The intervals are defined as the observations from INDEX[k]+1
to
INDEX[k+1]
, for k = 1:(length(INDEX)-1)
.
period.apply(x, INDEX, FUN, ...)
x |
The data that FUN will be applied to. |
INDEX |
A numeric vector of index breakpoint locations. The vector
should begin with 0 and end with |
FUN |
A |
... |
Additional arguments for |
Similar to the rest of the apply family, period.apply()
calculates the
specified function's value over a subset of data. The primary difference is
that period.apply()
applies the function to non-overlapping intervals
of a vector or matrix.
Useful for applying functions over an entire data object by any non-overlapping
intervals. For example, when INDEX
is the result of a call to
endpoints()
.
period.apply()
checks that INDEX
is sorted, unique, starts with
0, and ends with NROW(x)
. All those conditions are true of vectors
returned by endpoints()
.
An object with length(INDEX) - 1
observations (assuming INDEX
starts with 0 and ends with NROW(x)
).
Jeffrey A. Ryan, Joshua M. Ulrich
zoo.data <- zoo(rnorm(31)+10,as.Date(13514:13744,origin="1970-01-01")) ep <- endpoints(zoo.data,'weeks') period.apply(zoo.data, INDEX=ep, FUN=function(x) mean(x)) period.apply(zoo.data, INDEX=ep, FUN=mean) #same period.apply(letters,c(0,5,7,26), paste0)