[R] Aggregating frequency of irregular time series

Heywood, Giles Giles.Heywood at CommerzbankIB.com
Wed Apr 7 17:19:25 CEST 2004

Although this thread might be considered closed by some, I'd like to make a
late contribution, since I contributed the extractIts() function in the
'its' package.

See ?itsSubset, which gives details of:


Using this on its own just 'extracts', using it with cumsum() and diff()
will give you 'sum' aggregation albeit with loss of precision.  As for
'average', it would depend how you want to average...

- Giles

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch
> [mailto:r-help-bounces at stat.math.ethz.ch]On Behalf Of Ivan Alves
> Sent: 26 March 2004 21:51
> To: r-help at stat.math.ethz.ch
> Subject: [R] Aggregating frequency of irregular time series
> Thanks to all once again for the very useful suggestions. I will have 
> to teach myself some real S before tackling the writting of the 
> AggregateSeries-like function! I brace myself.
> Kind regards,
> Ivan
> _______________________
> Ivan Alves
> mailto://papucho@mac.com
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