Hello,
I have 1-minute time series stock data and I'd like to calculate mean of every
n-th candle data of m-days.
result = c(mean of 1th data, mean of 2nd data, ...)
mean of 1th data = (1th data of 2012-1-1 + 1th data of 2012-1-2 + 1th data of
2012-1-3) / 3
mean of 2nd data = (2nd data of 2012-1-1 + 2nd data of 2012-1-2 + 2nd data of
2012-1-3) / 3
...
Could you let me know the fastest method ?
Thanks in advance,
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