Hi Noah, On Sun, Oct 14, 2012 at 12:14 PM, Noah Silverman <noahsilver...@ucla.edu> wrote: > 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. > The for loop iterator can only be an atomic vector: for(i in Sys.time()+1:5) print(i) for(i in Sys.Date()+1:5) print(i)
So how are you iterating over 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. > > Ideas? > Since you can't iterate over dates/times anyway, just iterate over the xts index and what you want to do is trivial (as you said). > > > -- > Noah Silverman, M.S. > UCLA Department of Statistics > 8117 Math Sciences Building > Los Angeles, CA 90095 > Best, -- Joshua Ulrich | about.me/joshuaulrich FOSS Trading | www.fosstrading.com ______________________________________________ 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.
