[R] Aggregating 15 minute xts sequence to hourly

[Costas Vorlow]

Dear all,

Why aggregation of 15 minute xts data happens on the 45th (3rd quarter) and
not the exact hour close (i.e., 00) time?

For example, temp below is an xts sequence with 15-minute frequency:

> quarters <- ISOdatetime(2012,05,02,9,0,0) + seq(0:39)*15*60;
> set.seed(42);
> observation <- xts(1:40, order.by=as.POSIXct(quarters));
> head(observation);
                    [,1]
2012-05-02 09:15:00    1
2012-05-02 09:30:00    2
2012-05-02 09:45:00    3
2012-05-02 10:00:00    4
2012-05-02 10:15:00    5
2012-05-02 10:30:00    6

> ends<-endpoints(observation,'hours');
> temp<-period.apply(observation, ends,sum);
> temp
                    [,1]
2012-05-02 09:45:00    6
2012-05-02 10:45:00   22
2012-05-02 11:45:00   38
2012-05-02 12:45:00   54
2012-05-02 13:45:00   70
2012-05-02 14:45:00   86
2012-05-02 15:45:00  102
2012-05-02 16:45:00  118
2012-05-02 17:45:00  134
2012-05-02 18:45:00  150
2012-05-02 19:00:00   40
>

I get the sum of every quarter within the hour on the third quarter. How
can I implicitly calculate the sum of the quarterly data on the hour's
close (10:00, 11:00, 12:00 and so on) ?

Many thanks in advance,
Costas

__________________________________________________________________

*Costas Vorlow
<http://www.gravatar.com/avatar/49a9dee59073b1ed4a36440a06aeb81b> *
*http://www.linkedin.com/in/costasvorlow
<http://www.linkedin.com/in/costasvorlow>*
*http://www.vorlow.com* <http://www.vorlow.com>

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