Monthly Midpoint return

Subject: Re: [R-SIG-Finance] Monthly Midpoint return
From: brian at braverock.com
To: steelsteel25 at outlook.com
CC: r-sig-finance at r-project.org
Date: Wed, 17 Jun 2015 07:37:31 -0500

On Wed, 2015-06-17 at 12:10 +0000, Phil Steel wrote:

Sorry for bothering you all with this idiotic question but I can't find a simple way to go forward.
I can't manage to get the midpoint monthly returns from an daily price xts object.I know how to get monthly endpoints by using "to.monthly()"  but I can't figure how to transform the daily object to monthly midpoint. Lets say the midpoint is the first day trading day around the 15:th in a month or every 30:th day.
Anybody have encounter this "problem" and/or have a solution.

I'm not entirely sure I understand your question.  

If you want the mean/median of the monthly series, or any other
calculable stat, you can use period.apply.

If you want a particular point in time, like the 15th of each month,
then use 'endpoints' or subset the index to get the points you're
looking for.

Regards,

Brian


-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock