R: Apply Function over Calendar Periods

apply.monthly {xts} | R Documentation

## Apply Function over Calendar Periods

### Description

Apply a specified function to each distinct period in a given time series object.

### Usage

    apply.daily(x, FUN, ...)
    apply.weekly(x, FUN, ...)
    apply.monthly(x, FUN, ...)
    apply.quarterly(x, FUN, ...)
    apply.yearly(x, FUN, ...)

### Arguments

`x` | an time-series object coercible to xts
`FUN` | an R function
`...` | additional arguments to FUN

### Details

Simple mechanism to apply a function to non-overlapping time periods, e.g. weekly, monthly, etc. Different from rolling functions in that this will subset the data based on the specified time period (implicit in the call), and return a vector of values for each period in the original data.

Essentially a wrapper to the xts functions `endpoints` and `period.apply`, mainly as a convenience.

### Value

A vector of results produced by `FUN`, corresponding to the appropriate periods.

### Author(s)

Jeffrey A. Ryan

### See Also

`endpoints`, `period.apply`, `to.monthly`

### Examples

    xts.ts <- xts(rnorm(231),as.Date(13514:13744,origin="1970-01-01"))

    start(xts.ts)
    end(xts.ts)

    apply.monthly(xts.ts,mean)
    apply.monthly(xts.ts,function(x) var(x))

[Package xts version 0.10-1 Index]