Hi, Jeff Thank you for your advice.
> Your example of the problem is not reproducible [1]. This behavior could > arise due to small discrepancies in the index values, or from specifying > "frequency" instead of "f" as the second argument, our perhaps you have found > a bug that only your data triggers. Any verification of what your problem is > will require a reproducible example. > [1] > http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example I tried to make a piece of reproducible codes. Would you please paste the following codes to R console and make a confirmation? #Codes start from here library("quantmod") tmp<-structure(c(112.34, 112.89, 112.75, 113.5, 115.16, 115.21, 114.84, 114.93, 115.05, 114.46, 113.34, 113.71, 113.56, 115.08, 115.97, 115.26, 115.22, 115.24, 115.24, 114.98, 111.96, 112.75, 112.5, 113.1, 114.85, 114.55, 114.55, 114.75, 114.2, 112.92, 112.87, 112.8, 113.54, 115.05, 115.06, 114.85, 114.93, 115.09, 114.28, 113.92), class = c("xts", "zoo"), .indexCLASS = "Date", tclass = "Date", .indexTZ = "", tzone = "", index = structure(c(1298818800, 1298905200, 1298991600, 1299078000, 1299164400, 1299423600, 1299510000, 1299596400, 1299682800, 1299769200), tzone = "", tclass = "Date"), .Dim = c(10L, 4L), .Dimnames = list(NULL, c("Open", "High", "Low", "Close"))) class(tmp) (res1<-split(tmp,f="weeks")) (res2<-split(tmp,frequency="weeks")) #Codes end here the original data is saved in "tmp" and the split() results are saved in res1 and res2. res1 is the result of "f" and res2 is the resut of "frequency", both break the week started from "2011-02-28" .... and result of "frequency" is even worse. BTW, my R version is as following: > version _ platform i686-pc-linux-gnu arch i686 os linux-gnu system i686, linux-gnu status major 2 minor 15.2 year 2012 month 10 day 26 svn rev 61015 language R version.string R version 2.15.2 (2012-10-26) nickname Trick or Treat Thank you. Seimizu Joukan ______________________________________________ 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.