[R-SIG-Finance] [R-sig-finance] xts and to.weekly function
josh.m.ulrich at gmail.com
Mon Apr 20 15:56:34 CEST 2009
Does this provide what you want?
# endpoints(..., on='weeks') returns Sundays
fri <- endpoints(USDEUR, on='weeks')-2
# replace first observation with zero, and remove last observation
# see ?endpoints
fri <- 0; fri <- head(fri,-1)
# data series of only Fridays
On Mon, Apr 20, 2009 at 4:53 AM, kafkaz <kafka at centras.lt> wrote:
> 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
> Thank you.
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