On Wed, Mar 10, 2010 at 12:08:52AM -0800, hvollmeier wrote: > > 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 ! )
Thanks, I will do so once I formulate a good question. James > > regards Helmuth -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean. ______________________________________________ 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.
