Calculate a sum, product, minimum, or maximum for each non-overlapping
period specified by INDEX.
period.sum(x, INDEX)
period.prod(x, INDEX)
period.max(x, INDEX)
period.min(x, INDEX)An xts or zoo object containing the sum, product, minimum, or
maximum for each endpoint in INDEX.
These functions are similar to calling period.apply() with the same
endpoints and function. There may be slight differences in the results due
to numerical accuracy.
For xts-coercible objects, an appropriate INDEX can be created by a call
to endpoints().
x <- c(1, 1, 4, 2, 2, 6, 7, 8, -1, 20)
i <- c(0, 3, 5, 8, 10)
period.sum(x, i)
#> 3 5 8 10
#> 6 4 21 19
period.prod(x, i)
#> 3 5 8 10
#> 4 4 336 -20
period.min(x, i)
#> 3 5 8 10
#> 1 2 6 -1
period.max(x, i)
#> 3 5 8 10
#> 4 2 8 20
data(sample_matrix)
y <- sample_matrix[, 1]
ep <- endpoints(sample_matrix)
period.sum(y, ep)
#> 30 58 89 119 150 180
#> 1506.342 1421.960 1535.487 1488.806 1497.902 1424.315
period.sum(as.xts(y), ep)
#> [,1]
#> 2007-01-31 1506.342
#> 2007-02-28 1421.960
#> 2007-03-31 1535.487
#> 2007-04-30 1488.806
#> 2007-05-31 1497.902
#> 2007-06-30 1424.315
period.prod(y, ep)
#> 30 58 89 119 150 180
#> 1.056649e+51 5.757944e+47 3.468070e+52 7.433317e+50 1.608181e+52 1.969971e+50
period.prod(as.xts(y), ep)
#> [,1]
#> 2007-01-31 1.056649e+51
#> 2007-02-28 5.757944e+47
#> 2007-03-31 3.468070e+52
#> 2007-04-30 7.433317e+50
#> 2007-05-31 1.608181e+52
#> 2007-06-30 1.969971e+50
period.min(y, ep)
#> 30 58 89 119 150 180
#> 49.85477 50.22448 48.25248 48.90488 47.56210 47.19411
period.min(as.xts(y), ep)
#> [,1]
#> 2007-01-31 49.85477
#> 2007-02-28 50.22448
#> 2007-03-31 48.25248
#> 2007-04-30 48.90488
#> 2007-05-31 47.56210
#> 2007-06-30 47.19411
period.max(y, ep)
#> 30 58 89 119 150 180
#> 50.74150 51.29502 50.81620 50.32009 49.59963 47.74899
period.max(as.xts(y), ep)
#> [,1]
#> 2007-01-31 50.74150
#> 2007-02-28 51.29502
#> 2007-03-31 50.81620
#> 2007-04-30 50.32009
#> 2007-05-31 49.59963
#> 2007-06-30 47.74899