-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
project.org] On Behalf Of Noah Silverman
Sent: Sunday, October 14, 2012 7:14 PM
To: R-help at r-project.org
Subject: [R] Date Math
Hello,
I have a time series object (xts) that I iterate over in a loop. Works
fine.
My challenge is that I want to be able to reference other entries in
the series by math. i.e. For today's observation, what were the last
5 observations? If indexed numerically, it is trivial, but I can
figure out how to do this with dates.
This is slightly more difficult as there may not be an observation for
every day. So I might want the last 5 that exist in the table, not the
last 5 calendar days.
ideally, it would be something like this.
observations[ index(today)-5:today, ]
However that obviously fails.