XTS apply function to time of day subset?

Question

How can I apply a summary function to a time of day subset?

For example with:

r[\'T16:00/T17:00\']$Value

How can I apply something like

Answer 1

You can use apply.daily to apply a function to each day's data after you've done the time-of-day subset.

rt <- r['T16:00/T17:00','Value']
rd <- apply.daily(rt, function(x) xts(t(quantile(x,0.9)), end(x)))

You can see I needed to do a few backflips to ensure the object returned from your function can be handled by apply.daily. Mainly, it has to be a multi-column xts object with one row.