R: Calculate Product By Period

period.prod {xts} | R Documentation

## Calculate Product By Period

### Description

Calculate a product for each period of INDEX. Essentially a rolling application of prod over a series of non-overlapping sections.

### Usage

    period.prod(x, INDEX)

### Arguments

`x` | a univariate data object
`INDEX` | a vector of breakpoints to calculate product on

### Details

Used to calculate a product per period given an arbitrary index of sections to be calculated over. This is an optimized function for product. There are additionally optimized versions for min, max, and sum.

For xts-coercible objects, an appropriate INDEX can be derived from a call to `endpoints`.

### Value

An `xts` or `zoo` object of products, indexed by the period endpoints.

### Author(s)

Jeffrey A. Ryan

### See Also

`endpoints`, `period.sum`, `period.min`, `period.max`

### Examples

    period.prod(c(1,1,4,2,2,6,7,8,-1,20),c(0,3,5,8,10))

    data(sample_matrix)
    period.prod(sample_matrix[,1],endpoints(sample_matrix))
    period.prod(as.xts(sample_matrix)[,1],endpoints(sample_matrix))

[Package xts version 0.10-1 Index]