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2010 Apr 12
1
N'th of month working day problem
...gt;> Many thanks in advance, >> Costas >> >> library(fImport) >> library(zoo) >> DJ<-yahooSeries("^DJI", frequency="daily", nDaysBack=10000) >> DJd<-as.zoo(DJ[,4]) >> >> ### Choose number of day for month >> >> chooseday<-function(z, day) >> >> { >> >> # z.na is same as z but with missing days added using NAs >> # Its formed by merging z with a zoo-width series containing all days. >> >> rng<- range(time(z)) >> z.na<- merge(z, zoo(, seq(rn...