[R-SIG-Finance] Selecting once a month from a xts series

[Brian G. Peterson]

Worik Stanton wrote:
> With a xts series of daily prices I want to select samples from once a month.
> 
> Given that p.xts is the xts series
> 
>> p.xts[1,]
>            Adj.Close
> 2003-01-01       4.3
> 
>> p.xts[length(p.xts[,1]),]
>            Adj.Close
> 2010-03-05      2.25
> 
> 
> 
> What I would like to do is...
> 
>> i <- seq(from=index(p.xts[1,]), to=index(p.xts[length(p.xts[,1]),]), by="month")
>> m.xts <- p.xts[i,]
> Error in `[.xts`(p.xts, i, ) : i is out of range
> 
> Of course some of the dates in 'i' are not in index(p  .xts)
> 
> Is there a simple solution?

?endpoints


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Brian G. Peterson
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