[R-SIG-Finance] [R-sig-finance] how to extract the last day of the month in a last of dates?

[Jeff Ryan]

Gabor's point is correct, as everything you do depends on the series
framework you have.

The reason I made no mention of that is that most of the functions in
xts, such as endpoints and period.apply make use of try.xts and
reclass, which are designed to handle most (~9) possible classes of
time-series without having to use specific methods.

*endpoints* should work for any object that is ?xtsible.

This list currently (as of the development version to be released this
week) includes:

xts, zoo, timeSeries, ts, its, irts, fts, as well as properly
formatted matrix and data.frame objects.

HTH
Jeff

On Sun, Nov 30, 2008 at 11:30 AM, Gabor Grothendieck
<ggrothendieck at gmail.com> wrote:
> Depends on which time series framework you are using but if you
> are using zoo then see vignette("zoo-quickref") and ?aggregate.zoo
> for examples.
>
> On Sun, Nov 30, 2008 at 11:43 AM, patzoul <patzoul at free.fr> wrote:
>>
>> I have a timeseries of stock data. How can I extract the last day of each
>> month on the series?
>>
>> GMT
>>           STOXX50E.Close GSPC.Close N225.Close BSV.Close BND.Close
>> GSG.Close
>> 2007-04-10           4301     1448.4      17665     74.99     75.24
>> 41.57
>> 2007-04-11           4293     1438.9      17670     74.95     75.04
>> 41.45
>> 2007-04-12           4280     1447.8      17540     75.12     75.03
>> 41.75
>> 2007-04-13           4317     1452.8      17364     74.91     74.91
>> 41.80
>> 2007-04-16           4379     1468.3      17628     75.00     74.98
>> 41.52
>> 2007-04-17           4384     1471.5      17527     75.09     75.17
>> 41.16
>> 2007-04-18           4359     1472.5      17667     75.19     75.31
>> 41.23
>> 2007-04-19           4340     1470.7      17372     75.21     75.28
>> 41.00
>> 2007-04-20           4417     1484.3      17453     75.25     75.26
>> 41.18
>> 2007-04-23           4400     1480.9      17455     75.29     75.36
>> 41.62
>> 2007-04-24           4368     1480.4      17452     75.33     75.48
>> 41.31
>> 2007-04-25           4404     1495.4      17236     75.31     75.42
>> 41.78
>> 2007-04-26           4414     1494.2      17429     75.22     75.26
>> 41.60
>> 2007-04-27           4383     1494.1      17400     75.21     75.24
>> 42.14
>> 2007-05-01           4392     1486.3      17275     75.26     75.32
>> 41.49
>> 2007-05-02           4415     1495.9      17395     75.21     75.33
>> 41.22
>> 2007-05-07           4441     1509.5      17670     75.24     75.39
>> 40.34
>> 2007-05-08           4411     1507.7      17657     75.26     75.40
>> 40.84
>> 2007-05-09           4425     1512.6      17748     75.27     75.31
>> 40.60
>> ...
>>
>> Thx
>>
>>
>> --
>> View this message in context: http://www.nabble.com/how-to-extract-the-last-day-of-the-month-in-a-last-of-dates--tp20759299p20759299.html
>> Sent from the Rmetrics mailing list archive at Nabble.com.
>>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com