使用R中的xts获取每周的第一天和最后一天

Question

I read this fantastic solution in this post . I would like to get two time series objects. One for the first day of each week and other for the last day of each week. My time series is irregular in the sense that doesn't include weekends and holidays. Weeks go from Monday to Sunday. This is the beggining of my series:

         Date   Val WeekNum
1  01/02/1990 41.38       1
2  02/02/1990 42.88       1
3  05/02/1990 42.00       2
4  06/02/1990 41.50       2
5  07/02/1990 42.25       2
6  08/02/1990 41.75       2
7  09/02/1990 42.13       2
8  12/02/1990 42.13       3
9  13/02/1990 42.00       3
10 14/02/1990 42.63       3
11 15/02/1990 43.75       3
12 16/02/1990 44.75       3
13 20/02/1990 44.13       4
14 21/02/1990 43.88       4
15 22/02/1990 44.38       4
16 23/02/1990 44.00       4
17 26/02/1990 44.00       5
18 27/02/1990 44.88       5
19 28/02/1990 44.50       5
20 01/03/1990 44.63       5
21 02/03/1990 46.00       5
22 05/03/1990 45.88       6
23 06/03/1990 45.50       6
24 07/03/1990 45.38       6
25 08/03/1990 43.63       6
26 09/03/1990 41.50       6
27 12/03/1990 41.38       7
28 13/03/1990 40.63       7
29 14/03/1990 40.25       7
30 15/03/1990 40.50       7
31 16/03/1990 40.50       7
32 19/03/1990 40.25       8
33 20/03/1990 39.88       8
34 21/03/1990 39.75       8
35 22/03/1990 38.50       8
36 23/03/1990 38.75       8
37 26/03/1990 39.63       9
38 27/03/1990 39.75       9

Then I use from the reference post:

library(xts)
do.call(rbind, lapply(split(x, "weeks"), function(x) x[1]))

EDIT: it wasn't working because I had the data as of zoo instead of xts.

Answer 1

You can simply use the first and last functions. You could also use head and tail .

# first/last
do.call(rbind, lapply(split(x, "weeks"), first))
do.call(rbind, lapply(split(x, "weeks"), last))
# head/tail
do.call(rbind, lapply(split(x, "weeks"), head, 1))
do.call(rbind, lapply(split(x, "weeks"), tail, 1))

Answer 2

You can use .indexwday to get day week number. Then using range you get the first and last one. Since , not all weeks begin with monday and finish with friday, it is better to take the min and max of each week.

To get the first and the last day of each week you can do something like this :

do.call(rbind, lapply(split(dat.xts, "weeks"), 
                      function(y) y[.indexwday(y) %in% range(.indexwday(y))]))



            Val WeekNum
1990-02-01 41.38       1
1990-02-02 42.88       1
1990-02-05 42.00       2
1990-02-09 42.13       2
1990-02-12 42.13       3
1990-02-16 44.75       3
1990-02-20 44.13       4
1990-02-23 44.00       4
1990-02-26 44.00       5
1990-03-02 46.00       5
1990-03-05 45.88       6
1990-03-09 41.50       6
1990-03-12 41.38       7
1990-03-16 40.50       7
1990-03-19 40.25       8
1990-03-23 38.75       8
1990-03-26 39.63       9
1990-03-27 39.75       9