[R] roll id

[Adaikalavan Ramasamy]

See help("cut") for general or help("cut.POSIXt") for time related cut.


On Mon, 2005-02-14 at 13:08 -0500, Omar Lakkis wrote:
> I am collecting one price for "market" daily. 
> 
> date1 price1  
> date2 price2 
> date3 price3 
> 
> I have a roll schedule where if 
> date1 is between d1 and d2 then market is roll_id 0
> date1 is between d2 and d3 then market is roll_id 1
> date1 is between d3 and d4 then market is roll_id 2
> 
> and so on for date2 and date3
> 
> is there a function in anywhere or in a time series package that I can
> use or should I loop through my price data and figure out the roll_id
> based on teh roll schedule and price date?
> 
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