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2012 Aug 05
1
R: Help xts object Subset Date by Day of the Week
...ly closing prices I have acquired using quantmod. Here is my code: library(xts) library(quantmod) library(lubridate) # Gets SPY data getSymbols("SPY") # Subset Prices to just closing price SP500 <- Cl(SPY) # Show day of the week for each date using 2-6 for monday-friday SP500wd <- wday(SP500) # Add Price and days of week together SP500wd <- cbind(SP500, SP500wd) # subset Monday into one xts object SPmon <- subset(SP500wd, SP500wd$..2=="2") I then used the package lubridate to show the days of the week. Due to the requirement of an xts objec...