period.apply {quantmod}R Documentation

Apply Function Over Specified Interval

Description

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).

Usage

period.apply(x, INDEX, FUN, ...)

Arguments

x data to apply FUN to
INDEX numeric vector specifying indexing
FUN an argument of type function
... additional arguments for FUN

Details

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.

Value

A numeric vector with length INDEX

Author(s)

Jeffrey A. Ryan

See Also

breakpoints apply.monthly

Examples

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


[Package quantmod version 0.2-5 Index]