period.apply {quantmod} | R Documentation |
Apply a specified function to data over a given interval, where the interval is taken to be the data from INDEX[k] to INDEX[k+1], for k=1:length(INDEX).
period.apply(x, INDEX, FUN, ...)
x |
data to apply FUN to |
INDEX |
numeric vector specifying indexing |
FUN |
an argument of type function |
... |
additional arguments for FUN |
Similar to the rest of the apply family, calculate a specified functions value given a shifting set of data values.
Useful for applying arbitrary functions over time, as when INDEX is the result of a call to breakpoints.
A numeric vector with length INDEX
Jeffrey A. Ryan
zoo.data <- zoo(rnorm(31)+10,as.Date(13514:13744,origin="1970-01-01")) bp <- breakpoints(zoo.data,by=weeks) period.apply(zoo.data, INDEX=bp, FUN=function(x) sd(x)) period.apply(zoo.data, INDEX=bp, FUN=sd) #same