Nice and elegant. Thanks. On Wed, Sep 5, 2012 at 11:16 AM, G See <gsee...@gmail.com> wrote: > On Wed, Sep 5, 2012 at 12:21 AM, Nikos Rachmanis > <nikos.rachma...@gmail.com> wrote: >> However, I am trying to transform the daily returns of my P&L (which also >> include gaps) to monthly and unfortunately the to.monthly does not work >> very well. >> >> i am currently trying table.TrailingPeriods and rollapply. >> >> Any other ideas or functions? > > ?apply.monthly > > apply.monthly(PnL, sum) > > -Garrett > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go.
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