Assuming dfr["day","o","h","l","c"] and day like 2004-12-28:
dt <- strptime(as.character(dfr$day),format="%Y-%m-%d") + 0
wk <- format(dt,"%Yw%U")
aggr <- aggregate(list(dfr$o,dfr$h,dfr$l,dfr$c),list(wk),mean)
colnames(aggr) <- etc


-----Original Message-----
From: Omar Lakkis [mailto:[EMAIL PROTECTED]
Sent: Wednesday, May 11, 2005 3:45 PM
To: [email protected]
Subject: [R] aggregate


I have a data frame of daily open, high, low and settle prices. How
can I aggregate this data weekly?
The data frame has five columns, the first is the date column and the
rest are the prices.

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