take a look at aggregate.zoo in the zoo package good luck Stephen
On Mon, Nov 10, 2008 at 9:57 PM, tedzzx <[EMAIL PROTECTED]> wrote: > > Hi all > I have some tick-by-tick data and I have calculated the intraday returns. I > want to sum up the intraday squared returns to calculate the daily > volatility(or daily variance). I know that the s-plus FinMerics has the > function aggregateSeries function that can be apply to daily data: > aggregateSeries(x, Fun, by="daily"), but the counterpart function in > R:applySeries can not be apply to daily data. This function has the argument > by=c("monthly", "quartly"). > Can we find some way to mimic the aggregateSeries function in s-plus? > > Thanks in advance > > Ted > -- > View this message in context: > http://www.nabble.com/Manipulation-in-timeSeries-object%3Ahow-to-use-the-function-%22applySeries%22-by-daily--tp20432658p20432658.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Stephen Sefick Research Scientist Southeastern Natural Sciences Academy Let's not spend our time and resources thinking about things that are so little or so large that all they really do for us is puff us up and make us feel like gods. We are mammals, and have not exhausted the annoying little problems of being mammals. -K. Mullis ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.