[R-SIG-Finance] date to index
me
me at censix.com
Mon Apr 30 20:22:01 CEST 2012
#Assuming you are interested in the date '2007-01-08'
#and lets say GOOG is your series
require(quantmod)
getSymbols('GOOG')
#This would be one way to get the row(index)number corresponding to
your date
which( index(GOOG)==index(GOOG['2007-01-08']) )
#Cheers, Soren
On Mon, 30 Apr 2012 12:42:11 -0500
Joshua Ulrich <josh.m.ulrich at gmail.com> wrote:
> It's not clear to me what you're trying to do. An example would help.
>
> My guess is that you're looking for something like this:
> x <- xts(1:10, Sys.Date()-10:1)
> rbind(x, xts(NA_integer_,Sys.Date()-11))
>
> Best,
> --
> Joshua Ulrich | FOSS Trading: www.fosstrading.com
>
> R/Finance 2012: Applied Finance with R
> www.RinFinance.com
>
>
> On Mon, Apr 30, 2012 at 12:38 PM, Gordon Erlebacher
> <gordon.erlebach at gmail.com> wrote:
> > Hi,
> >
> > I have a xts object. Given a date, how do I get the index into the
> > array? Is there a pre-written function?
> >
> > Thanks,
> >
> > Gordon
> >
> > [[alternative HTML version deleted]]
> >
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--
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