问题
prices is an xts object
period.ends = endpoints(prices, 'months',k=1)
with this line i find position of the last day of the month in a time series.
How to find position of the first day of month (not always 1 of the month)? And the second day?
Thank you
回答1:
startpoints <- function (x, on = "months", k = 1) {
head(endpoints(x, on, k) + 1, -1)
}
period.starts = startpoints(prices, 'months', k=1)
See also: xts:::startof
and xts::firstof
来源:https://stackoverflow.com/questions/21858552/nth-day-of-month-in-a-xts-object