function toweekly
toweekly(
nd: array,
nv: array | matrix,
): [array, array | matrix]

Convert a time series to a weekly frequency.

Convert a time series to a weekly frequency. Default: all days in the range. Example: daily dates [Wed,...Fri,...Mon,...Fri,...Thu] will become [Wed,...,Fri...,Fri...,Thu]

Examples

Convert daily data to weekly frequency (simplified)

import { assertEquals } from "jsr:@std/assert";

const dates = [1421280000, 1421366400, 1421452800, 1421539200];
const values = [100, 99, 102, 103];
const result = toweekly(dates, values);
assertEquals(result.length, 2);  // Returns [dates, values] array

Parameters

nd: array

array of unix dates

nv: array | matrix

array or matrix of values

Return Type

matrix of weekly dates and values

Usage

import toweekly from "quants/toweekly.ts";