Thanks a lot to Gabor for his help with the solution
of this problem. 

The solution using "zoo(aggregate)"
is easy to implement & efficient. I have calculated 
the 15min mean values of a 1min wind speed file 
containing 2.9 million records x 16 columns 
(size 179 MB) in just 144 seconds 
(R-2.1.1 running in a GNU/LINUX machine). 

Thanks to Bogdan too for his suggested solution using
SQL, I have not tried that one yet.

Augusto

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