endpoints | R Documentation |
Extract index locations for an xts
object that correspond to the
last observation in each period specified by on
.
endpoints(x, on="months", k=1)
x |
an xts object |
on |
the periods endpoints to find as a character string |
k |
along every k-th element - see notes |
endpoints
returns a numeric vector corresponding to the last
observation in each period. The vector always begins with zero and ends with
the last observation in x
.
Periods are always based on the distance from the UNIX epoch (midnight
1970-01-01 UTC), not the first observation in x
. The examples
illustrate this behavior.
Valid values for the argument on
include: “us” (microseconds),
“microseconds”, “ms” (milliseconds), “milliseconds”,
“secs” (seconds), “seconds”, “mins” (minutes),
“minutes”, “hours”, “days”, “weeks”,
“months”, “quarters”, and “years”.
A numeric vector of beginning with 0 and ending with the value equal to the
number of observations in the x
argument.
Jeffrey A. Ryan
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, ]
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