[R] Manipulating XTS data

Greg Hanley ajaxgreater at gmail.com
Wed Feb 2 11:18:24 CET 2011


Hi,

I'm pulling in data for the past 30 days or so. I'm going to slice
each day into 5 minute time intervals, and I want to find the average
value across all days for the given slice of time. That is, I want to
know what the average value at 8:00 was for the 30 day period, the
average value at 8:05, and so on. Is there a quick and easy way to do
this with XTS. I figured i could skip loops somehow if I knew how to
better use this package.

Thanks!
-Greg



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