[R] Date Math

[Jeff Newmiller]

There are a few ways.  The xts package has a "lag" function. So does 
"zoo".  Pay careful attention to the conventions used for specifying 
relative time in these various packages. You can also infill your missing 
data to create a regularly-spaced time series.  There is no shortage of 
web information about this topic... you can start at the Time Series task 
view on CRAN or just use a search engine.

On Sun, 14 Oct 2012, Noah Silverman wrote:

> Hello,
>
>
> I have a time series object (xts) that I iterate over in a loop.  Works fine.
>
> My challenge is that I want to be able to reference other entries in the series by math.  i.e.  For today's observation, what were the last 5 observations?  If indexed numerically, it is trivial, but I can figure out how to do this with dates.
>
> This is slightly more difficult as there may not be an observation for every day.  So I might want the last 5 that exist in the table, not the last 5 calendar days.
>
> ideally, it would be something like this.
>
> observations[ index(today)-5:today,  ]
>
> However that obviously fails.
>
> Ideas?
>
>
>
> --
> Noah Silverman, M.S.
> UCLA Department of Statistics
> 8117 Math Sciences Building
> Los Angeles, CA 90095
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

---------------------------------------------------------------------------
Jeff Newmiller                        The     .....       .....  Go Live...
DCN:<jdnewmil at dcn.davis.ca.us>        Basics: ##.#.       ##.#.  Live Go...
                                       Live:   OO#.. Dead: OO#..  Playing
Research Engineer (Solar/Batteries            O.O#.       #.O#.  with
/Software/Embedded Controllers)               .OO#.       .OO#.  rocks...1k