R: Divide into Groups by Time

split.xts {xts} | R Documentation

## Divide into Groups by Time

### Description

Creates a list of xts objects split along time periods.

### Usage

    ## S3 method for class 'xts'
    split(x, f = "months", drop=FALSE, k = 1, ...)

### Arguments

`x` | an xts object
`f` | a 'character' vector describing the period to split by
`drop` | ignored by split.xts
`k` | number of periods to aggregate into each split. See Details.
`...` | further args to non-xts method

### Details

A quick way to break up a large xts object by standard time periods; e.g. 'months', 'qaurters', etc.

`endpoints` is used to find the start and end of each period (or k-periods). See that function for valid arguments.

If `f` is not a character vector, the NextMethod is called, which would in turn dispatch to the split.zoo method.

### Value

A list of xts objects.

### Note

`aggregate.zoo` would be more flexible, though not as fast for xts objects.

### Author(s)

Jeffrey A. Ryan

### See Also

`endpoints`, `split.zoo`, `aggregate.zoo`

### Examples

    data(sample_matrix)
    x <- as.xts(sample_matrix)

    split(x)
    split(x, f="weeks")
    split(x, f="weeks", k=4)

[Package xts version 0.9-7 Index]