If it is an xts object I would do something like : apply.monthly(s, function(x) last(x[ .indexmday(x) <= 15 ])) -----Original Message----- From: "Ilya Kipnis" [ilya.kipnis at gmail.com] Date: 10/20/2016 11:55 AM To: "r-sig-finance at r-project.org" <r-sig-finance at r-project.org> Subject: [R-SIG-Finance] Closest weekly endpoint to the fifteenth of the month Hi there. I have a question about custom endpoints. Currently, in R, you can set endpoints to weekly, monthly, quarterly, etc... However, I was wondering if there was a way to do this: Assuming you have weekly endpoints, is there a way to select, in each month, the day closest to the fifteenth--AKA middle of the month? Right now, my idea is to loop through each individual month, subtract 15 from each date, end pick the one closest to zero, and index it. I was wondering if there's a more elegant method of doing this. Thanks. -Ilya _______________________________________________ R-SIG-Finance at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
Closest weekly endpoint to the fifteenth of the month
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