[R] From ts to xts

I have the following problem. After having created an xts importing data from a csv with: data <- read.csv(mib.csv, header = TRUE, dec = ".", sep="\t") dates <- as.POSIXct(strptime(data[,1],format="%m/%d/%Y")) mib <- xts(data[,c(2:6)],order.by=dates)) I work out weekly log returns: p <- apply.we

[R] Change intervals in apply.weekly

I am using the function apply.weekly() from the xts package and I realized that for the program the week starts Tuesday. So for instance, with a series like this: Close 2006-07-03 3.00 2006-07-04 36738.00 2006-07-05 36207.00 2006-07-06 36534.00 2006-07-07 36434.00 2006-07-10 36588.00