Nth day of month in a xts object

佐手、 提交于 2019-12-19 10:26:58

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

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