[R-SIG-Finance] Filtering dates/times from zoo/xts series

[Brian G. Peterson]

On Mon, 2011-09-26 at 15:11 +0530, Arun Krishnamoorthy wrote:
> Is there a nice way to aggregate daily data from xts or zoo to a
> monthly level?
> Example.
> 
> new<-getSymbols("INR=X",src="yahoo", auto.assign = FALSE)
> 
> returns INR to USD at a daily level as a xts. Is there a nice way to
> get a monthly or weekly average & std dev from this data that has O,
> C, L, H and volume? Sorry, I may have missed a discussion on this from
> before.
> 
> Thanks,
> AK 

Arun,

If you're going to ask a new (even related question),  please start a
new thread.

seee

?to.monthly

and more generically, see

?to.period

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock