James, you may post your question to the R-SIG finance group with a small example. If I understand your problem correctly it's like converting tick data of financial time series into aggregates. (to 1-minute, hourly, daily ... data sets ). There are packages available for this kind of task that are very fast and efficient. ( no looping ! )
regards Helmuth -- View this message in context: http://n4.nabble.com/Help-with-aggregate-and-cor-tp1586878p1587069.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org 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.
