Method to automatically convert an ‘xts’ object to an environment containing vectors representing each column of the original xts object. Each objects will be named according to the column name it is exracted by.
A generic function to force sorted time vectors to be unique. Useful for high-frequency time-series where original time-stamps may have identical values. For the case of xts objects, the default eps is set to ten microseconds. In practice this advances each subsequent identical time by eps over the previous (possibly also advanced) value.
to.period
(Package: xts) :
Convert time series data to an OHLC series
Convert an OHLC or univariate object to a specified periodicity lower than the given data object. For example, convert a daily series to a monthly series, or a monthly series to a yearly one, or a one minute series to an hourly series.
timeBasedSeq
(Package: xts) :
Create a Sequence or Range of Times
A function to create a vector of time-based objects suitable for indexing an xts object, given a string conforming to the ISO 8601 time and date standard for range-based specification. The resultant series can be of any class supported by xts, including POSIXct, Date, chron, timeDate, yearmon, and yearqtr.
period.apply
(Package: xts) :
Apply Function Over Specified Interval
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)-1).