Hi > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Noah Silverman > Sent: Sunday, October 14, 2012 7:14 PM > To: R-help@r-project.org > Subject: [R] Date Math > > Hello, > > > I have a time series object (xts) that I iterate over in a loop. Works > fine. > > My challenge is that I want to be able to reference other entries in > the series by math. i.e. For today's observation, what were the last > 5 observations? If indexed numerically, it is trivial, but I can > figure out how to do this with dates. > > This is slightly more difficult as there may not be an observation for > every day. So I might want the last 5 that exist in the table, not the > last 5 calendar days. > > ideally, it would be something like this. > > observations[ index(today)-5:today, ] > > However that obviously fails.
I would say that you are looking for ?embed. However it does not give you observations from last five days but from any last 5 existing observations regardless of time span. Regards Petr > > Ideas? > > > > -- > Noah Silverman, M.S. > UCLA Department of Statistics > 8117 Math Sciences Building > Los Angeles, CA 90095 > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
