I don't understand why split applied to xts gives a list of lists. It should return xts objects. Is there something I am missing?
data(sample_matrix)
x <- as.xts(sample_matrix)
spl<-split(x, f="days")
class(spl)
[1] "list"
class(spl[1])
[1] "list"
class(x)
[1] "xts" "zoo"
Edit: I want to rebuild the xts, with a new field I calculated after splitting it into days. The problem is that now my calculations are in the "split" format, that is in a list of list. How can I "rebuild" a xts from the list of list?