R: Aggregate a weekly time series to monthly

aggregate.weeks.to.months {bsts} | R Documentation

## Aggregate a weekly time series to monthly

### Description

Aggregate measurements from a weekly time series into a monthly time series.

### Usage

       AggregateWeeksToMonths(weekly.series,
                              membership.fraction = NULL,
                              trim.left = TRUE,
                              trim.right = NULL)

### Arguments

`weekly.series` | A numeric vector or matrix of class `zoo` giving the weekly time series to be aggregated. The index must be convertible to class `Date`.
`membership.fraction` | A optional numeric vector corresponding to `weekly.series`, giving the fraction of each week's observation attributable to the month containing the week's first day. If missing, then weeks will be split across months in proportion to the number of days in each month.
`trim.left` | Logical indicating whether the first observation in the monthly aggregate should be removed.
`trim.right` | Logical indicating whether the final observation in the monthly aggregate should be removed.

### Value

A zoo-matrix (if `weekly.series` is a matrix) or vector (otherwise) containing the aggregated values of `weekly.series`.

### Author(s)

Steven L. Scott steve.the.bayesian@gmail.com

### See Also

`AggregateTimeSeries`

### Examples

      week.ending <- as.Date(c("2011-11-05",
                               "2011-11-12",
                               "2011-11-19",
                               "2011-11-26",
                               "2011-12-03",
                               "2011-12-10",
                               "2011-12-17",
                               "2011-12-24",
                               "2011-12-31"))

      weekly.values <- zoo(rnorm(length(week.ending)), week.ending)
      monthly.values <- AggregateWeeksToMonths(weekly.values)

[Package bsts version 0.9.6 Index]