[R] how apply.monthly() in package xts works

[Joshua Ulrich]

On Thu, Mar 9, 2017 at 9:03 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> On Thu, Mar 9, 2017 at 3:46 PM, Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
>> On Thu, Mar 9, 2017 at 3:31 PM, Waichler, Scott R
>> <Scott.Waichler at pnnl.gov> wrote:
>>> Hi,
>>>
>>> I found that apply.monthly() in xts does not work as I expected in the case of a sparse timeseries:
>>>
>>> my.dates <- as.Date(c("1992-06-01", "1992-06-24", "1992-06-30", "1993-06-22", "1994-06-07", "1995-06-08"))
>>> my.xts <- xts(1:6, my.dates)
>>> start(my.xts)  # "1992-06-24"
>>> end(my.xts)  # "1995-06-08"
>>> apply.monthly(my.xts, mean)
>>> #           [,1]
>>> # 1995-06-08 3.5
>>>
>>> The endpoints it chooses are based on looking at the month (June) alone.  I was able to get a value for each (month, year) in the timeseries with the following use of aggregate():
>>>
>> Thanks for the minimal, reproducible example!  This is clearly a bug.
>>
> Now formally documented as such:
> https://github.com/joshuaulrich/xts/issues/169
>
And now fixed.  Will be in the next release.

Thanks again for the report!

<snip>

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