Split xts data set into weeks
Your example of the problem is not reproducible [1]. This behavior could arise due to small discrepancies in the index values, or from specifying "frequency" instead of "f" as the second argument, our perhaps you have found a bug that only your data triggers. Any verification of what your problem is will require a reproducible example. [1] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example --------------------------------------------------------------------------- Jeff Newmiller The ..... ..... Go Live... DCN:<jdnewmil at dcn.davis.ca.us> Basics: ##.#. ##.#. Live Go... Live: OO#.. Dead: OO#.. Playing Research Engineer (Solar/Batteries O.O#. #.O#. with /Software/Embedded Controllers) .OO#. .OO#. rocks...1k --------------------------------------------------------------------------- Sent from my phone. Please excuse my brevity.
Seimizu Joukan <saimizi at gmail.com> wrote:
Hi I am trying to use split() to split a xts data set into weeks, but the result seems not right. original data is as following:
head(xec)
Open High Low Close mean 2011-02-28 112.34 113.34 111.96 112.87 112.6275 2011-03-01 112.89 113.71 112.75 112.80 113.0375 2011-03-02 112.75 113.56 112.50 113.54 113.0875 2011-03-03 113.50 115.08 113.10 115.05 114.1825 2011-03-04 115.16 115.97 114.85 115.06 115.2600 2011-03-07 115.21 115.26 114.55 114.85 114.9675 ... and I did the split() as following
head(split(x=xec,f="weeks"))
[[1]]
Open High Low Close mean
2011-02-28 112.34 113.34 111.96 112.87 112.6275
[[2]]
Open High Low Close mean
2011-03-01 112.89 113.71 112.75 112.80 113.0375
2011-03-02 112.75 113.56 112.50 113.54 113.0875
2011-03-03 113.50 115.08 113.10 115.05 114.1825
2011-03-04 115.16 115.97 114.85 115.06 115.2600
2011-03-07 115.21 115.26 114.55 114.85 114.9675
...
the "2011-02-28" is the Monday but not being grouped with the other
days in that week,
which makes the second groups begin from Tuesday ("2011-03-01").
I want it to be as following
[[1]]
Open High Low Close mean
2011-02-28 112.34 113.34 111.96 112.87 112.6275
2011-03-01 112.89 113.71 112.75 112.80 113.0375
2011-03-02 112.75 113.56 112.50 113.54 113.0875
2011-03-03 113.50 115.08 113.10 115.05 114.1825
2011-03-04 115.16 115.97 114.85 115.06 115.2600
[[2]]
Open High Low Close mean
2011-03-07 115.21 115.26 114.55 114.85 114.9675
...
Could anyone please give some advice?
Thanks in advance.
Seimizu Joukan
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