aggregate.zoo {zoo}R Documentation

Compute Summary Statistics of zoo Objects


Splits a "zoo" object into subsets along a coarser index grid, computes summary statistics for each, and returns the reduced "zoo" object.


## S3 method for class 'zoo':
aggregate(x, by, FUN, ...)


x an object of class "zoo".
by index vector of the same length as index(x) which defines aggregation groups and the new index to be associated with each group. If by is a function, then it is applied to index(x) to obtain the aggregation groups.
FUN a scalar function to compute the summary statistics which can be applied to all subsets.
... further arguments passed to FUN.


An object of class "zoo" or "zooreg" (if the resulting series is.regular).

See Also



## averaging over values in a month:
# long series <- as.Date(paste(2004, rep(1:4, 4:1), seq(1,20,2), sep = "-"))
x <- zoo(rnorm(12),
# coarser dates
x.date2 <- as.Date(paste(2004, rep(1:4, 4:1), 1, sep = "-"))
x2 <- aggregate(x, x.date2, mean)
# compare time series
lines(x2, col = 2)

## aggregate a daily time series to a quarterly series
# create zoo series
tt <- as.Date("2000-1-1") + 0:300 <- zoo(0:300, tt)

# function which returns corresponding first "Date" of quarter
first.of.quarter <- function(tt) as.Date(as.yearqtr(tt))

# average z over quarters
# 1. via "yearqtr" index (regular)
# 2. via "Date" index (not regular)
z.qtr1 <- aggregate(, as.yearqtr, mean)
z.qtr2 <- aggregate(, first.of.quarter, mean)

## aggregate on month and extend to monthly time series
if(require(chron)) {
y <- zoo(matrix(11:15,nr=5,nc=2), chron(c(15,20,80,100,110)))
colnames(y) <- c("A", "B")

# aggregate by month using first of month as times for coarser series
# replacing each such group with the first observation in that month.
# Uses fact that chron dates format, by default, to mm/dd/yy
firstofmonth <- function(x) chron(sub("/../", "/01/", format(x)))
y2 <- aggregate(y, firstofmonth(time(y)), head, 1)

# fill in missing months by merging with an empty series containing
# a complete set of 1st of the months
yrt2 <- range(time(y2))
y0 <- zoo(,seq(from = yrt2[1], to = yrt2[2], by = "month"))
merge(y2, y0)

[Package zoo version 1.0-5 Index]