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datend
2011 Aug 23
0
Ideas for tricky subset of XTS object
...,000 entries over 1 year time.
I would like to subset a specific piece, by "number of days" not a specific date.
The way I do it now is awkward. Would love to find a way to do this easier to generate a new object just containing the days I want.
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dayEnds <- endpoints(dataset, on="days")
datasetEnd <- max(dayEnds)
for( d in 1:ndays(dataset)){
day <- dataset[ (dayEnds[d]+1):dayEnds[d+1], ]
daysToEnd <- round(as.numeric( index(dataset[datasetEnd]) - index(tail(day, n=1)) , unit="days" ))
if(daysToEnd > 30|| da...