Locate Endpoints by Time

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Description

Extract index values of a given xts object corresponding to the last observations given a period specified by on

Usage

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

Arguments

x

an xts object

on

the periods endpoints to find as a character string

k

along every k-th element - see notes

Details

endpoints returns a numeric vector corresponding to the last observation in each period specified by on, with a zero added to the beginning of the vector, and the index of the last observation in x at the end.

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”.

Value

A numeric vector of endpoints beginning with 0 and ending with the a value equal to the length of the x argument.

Note

Subsecond on periods are not supported on Windows.

Author(s)

Jeffrey A. Ryan

Examples

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