to.period {xts} R Documentation
Convert time series data to an OHLC series
Description
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.
The result will contain the open and close for the given period, as well as the maximum and minimum over the new period, reflected in the new high and low, respectively.
If volume for a period was available, the new volume will also be calculated.
Usage
to.minutes(x,k,name,...)
to.minutes3(x,name,...)
to.minutes5(x,name,...)
to.minutes10(x,name,...)
to.minutes15(x,name,...)
to.minutes30(x,name,...)
to.hourly(x,name,...)
to.daily(x,drop.time=TRUE,name,...)
to.weekly(x,drop.time=TRUE,name,...)
to.monthly(x,indexAt='yearmon',drop.time=TRUE,name,...)
to.quarterly(x,indexAt='yearqtr',drop.time=TRUE,name,...)
to.yearly(x,drop.time=TRUE,name,...)
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