[R] last day of month values

Lukas Kubin lukas.kubin at permonik.com
Tue Feb 26 15:28:22 CET 2002


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Hi Joerg,
thank you for the answer, however I have the timestamp in format 26-02-02.
Do I have to extract each part of the date?
Thank you.

lukas

On Tue, 26 Feb 2002, Joerg Maeder wrote:

> Hallo Lukas,
>
> try this code
> #data
> d <-
> data.frame(day=c(1,10,15,30,2,16,18,28),month=c(1,1,1,1,2,2,2,2),value=c(8,9,7,5,6,4,1,2))
> #find the highest day per month
> ma <- tapply(d$day,d$month,max)
> #get them values
> d$value[match(as.numeric(names(ma))+(ma-1)/31,d$month+(d$day-1)/31)]
>
> gruess
>
> joerg
>
> Lukas Kubin wrote:
> >
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> > I have a stock market trading values time series. What's the best way to
> > extract the "last day of month" values. I looked at function window() but
> > doesn't appear suitable for this since it expects regular dates.
> > Thank you.
> >
> > lukas
> >
> > - --
> > Lukas Kubin
> > lukas.kubin at permonik.com
> > phone: 00420603836180
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>

- -- 
Lukas Kubin
lukas.kubin at permonik.com
phone: 00420603836180
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