[R] Manipulation in timeSeries object:how to use the function "applySeries" by daily?

[tedzzx]

Hi all 
I have some tick-by-tick data and I have calculated the intraday returns. I
want to sum up the intraday squared returns to calculate the daily
volatility(or daily variance). I know that the s-plus FinMerics has the
function aggregateSeries function that can be apply to daily data:
aggregateSeries(x, Fun, by="daily"), but the counterpart function in
R:applySeries can not be apply to daily data. This function has the argument
by=c("monthly", "quartly"). 
Can we find some way to mimic the aggregateSeries function in s-plus?

Thanks in advance

Ted
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