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

[kafkaz]

I did in a similar way, but using "which" function 


Josh Ulrich-2 wrote:
> 
> 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
> 
> 
> 

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