endpoints: Locate Endpoints by Time

In joshuaulrich/xts: eXtensible Time Series

Locate Endpoints by Time

Description

Extract index locations for an xts object that correspond to the last observation in each period specified by on and k.

Usage

endpoints(x, on = "months", k = 1)

Arguments

x	An xts object.
on	A character string specifying the period.
k	The number of periods each endpoint should cover.

Details

endpoints() returns a numeric vector that always begins with zero and ends with the number of observations in x.

Periods are always based on the distance from the UNIX epoch (midnight 1970-01-01 UTC), not the first observation in x. See the examples.

Valid values for the on argument are: “us” (microseconds), “microseconds”, “ms” (milliseconds), “milliseconds”, “secs” (seconds), “seconds”, “mins” (minutes), “minutes”, “hours”, “days”, “weeks”, “months”, “quarters”, and “years”.

Value

A numeric vector of beginning with 0 and ending with the number of of observations in x.

Author(s)

Jeffrey A. Ryan

Examples

data(sample_matrix)

endpoints(sample_matrix)
endpoints(sample_matrix, "weeks")

### example of how periods are based on the UNIX epoch,
### *not* the first observation of the data series
x <- xts(1:38, yearmon(seq(2018 - 1/12, 2021, 1/12)))
# endpoints for the end of every other year
ep <- endpoints(x, "years", k = 2)
# Dec-2017 is the end of the *first* year in the data. But when you start from
# Jan-1970 and use every second year end as your endpoints, the endpoints are
# always December of every odd year.
x[ep, ]

joshuaulrich/xts documentation built on Nov. 17, 2024, 6:37 a.m.