monthly               package:fSeries               R Documentation

_S_p_e_c_i_a_l _M_o_n_t_h_l_y _S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     A collection and description of functions  and methods dealing
     with special monthly  'timeSeries' objects.       


       'countMonthlyRecords'  Returns a series with monthly counts of records,
       'isMonthly'            Decides if the series consists of monthly records,
       'rollMonthlyWindows'   Returns start and end dates for rolling time windows,
       'rollMonthlySeries'    Rolls monthly a 'timeSeries' on a given period.

_U_s_a_g_e:

        
     countMonthlyRecords(x)
     isMonthly(x)

     rollMonthlyWindows(x, period = "12m", by = "1m") 
     rollMonthlySeries(x, period = "12m", by = "1m", FUN, ...)

_A_r_g_u_m_e_n_t_s:

      by: a character string specifying the rolling shift composed by
          the length of the shift and its unit, e.g. '"3m"' represents 
          quarterly shifts. 

     FUN: the function to be applied.
           [applySeries] - 
           a function to use for aggregation, by default 'colAvgs'. 

  period: [rollMonthlySeries] - 
           a character string specifying the rollling period composed
          by the length of the period and its unit, e.g. '"12m"'
          represents  one year. 

       x: an object of class 'timeSeries'. 

     ...: arguments passed to other methods. 

_V_a_l_u_e:

     NA

_A_u_t_h_o_r(_s):

     Diethelm Wuertz for the Rmetrics R-port.

_E_x_a_m_p_l_e_s:

     ## data - 
        # Microsoft Daily Data Set:
        x = as.timeSeries(data(msft.dat))
        countMonthlyRecords(x)
        isMonthly(x)
        
     ## data -   
        # EDHEC Hedge Funds Monthly Data Set
        x = as.timeSeries(data(edhec))
        isMonthly(x)   

