[R-SIG-Finance] [R-sig-finance] xts and to.weekly function

[Josh Ulrich]

Does this provide what you want?

require(quantmod)
getSymbols("USD/EUR",src="oanda",from="2009-01-01")

# endpoints(..., on='weeks') returns Sundays
fri <- endpoints(USDEUR, on='weeks')-2

# replace first observation with zero, and remove last observation
# see ?endpoints
fri[1] <- 0;  fri <- head(fri,-1)

# data series of only Fridays
USDEUR[fri]

HTH,
Josh
--
http://quantemplation.blogspot.com
http://www.fosstrading.com



On Mon, Apr 20, 2009 at 4:53 AM, kafkaz <kafka at centras.lt> wrote:
>
> Hello,
> I have a xts object, which contains daily data. The object contains Saturday
> quotes and the function "to.weekly" returns closing prices of Saturday. How
> can I get Friday's closing price through xts functionality? I was looking at
> the "endpoints" function, but it seems, that it is impossible through that
> function.
> Thank you.
> --
> View this message in context: http://www.nabble.com/xts-and-to.weekly-function-tp23133625p23133625.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
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