[R] Help with aggregate and cor

James Marca jmarca at translab.its.uci.edu
Fri Mar 12 19:11:30 CET 2010


On Wed, Mar 10, 2010 at 12:08:52AM -0800, hvollmeier wrote:
> 
> James,
> 
> you may post your question to the R-SIG finance group with a small example. 
> If I understand your problem correctly it's like converting tick data of
> financial time series into aggregates. (to  1-minute, hourly, daily ... data
> sets ). There are packages available for this kind of task that are very
> fast and efficient. ( no looping ! )

Thanks, I will do so once I formulate a good question.

James

> 
> regards Helmuth

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