Hello,
You should include a data example, using ?dput.
Anyway, making up some data,
t1 <- as.POSIXct("2012-1-1 0:0:0")
t2 <- as.POSIXct("2012-1-4 0:0:0")
d <- seq(t1, t2, by = "1 min")
x <- rnorm(length(d))
z <- zoo(x, d)
aggregate(z, list(format(index(z), "%H:%M")), FUN = mean)
Hope this helps,
Rui Barradas
Em 02-12-2012 18:09, 박상규 escreveu:
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,
[[alternative HTML version deleted]]
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
