[R] fCalendar Q/.

[Mauricio Arcos]

Dear List,

i got stuck on this...

I've a very big data base with tic by tic $COP/US$ exchange rate and trade volume in millions (obs =3 millions). I´ve been trying around for some time, but I could not find a  efficient way  to calculate a weighted mean exchange rate using blocks by 5 mins.

Currently, I'm using R 2.4.0 and the fCalendar package, There is another package to analyze big time series?

Thanks a lot
Mauricio