XTS to.weekly returns each different endpoints

我有一個問題，xts中的endpoints()函數（以及使用端點的to.weekly函數）有時會在週末結束時返回星期五，有時會返回星期一。XTS to.weekly returns each different endpoints

我的數據集名爲sp2。

> head(sp2) 
      [,1] 
2012-01-09 1.78 
2012-01-10 1.78 
2012-01-11 1.77 
2012-01-12 1.80 
2012-01-13 1.77 
2012-01-16 1.77 

> tail(sp2) 
      [,1] 
2012-06-28 1.94 
2012-06-29 1.92 
2012-07-02 1.92 
2012-07-03 1.90 
2012-07-04 1.89 
2012-07-05 1.89 

> class(sp2) 
[1] "xts" "zoo" 

> weekdays(index(sp2)) 
    [1] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[11] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[21] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[31] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[41] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[51] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[61] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[71] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[81] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[91] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[101] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[111] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" 
[121] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday"

因此，您可以看到數據系列中沒有缺失的工作日。

然而.....

> weekdays(index(to.weekly(sp2))) 
[1] "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Monday" 
[12] "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" 
[23] "Monday" "Monday" "Monday" "Thursday"

當然這應該是週五（除了最後一點也就是今天，週四）？

我在做什麼錯在這裏，是否有解決方法？

我希望計算從週五到週五這個數據系列的每週更改。

.......................................... REPRODUCIBLE EXAMPLE .. ......................

i <- as.Date((as.numeric(Sys.Date())-200):as.numeric(Sys.Date())) 
x <- xts(rep(1, length(i)), order.by = i) 
weekdays(index(to.weekly(x))) 
# [1] "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" 
# [14] "Sunday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" 
# [27] "Monday" "Monday" "Monday" "Thursday" 
y <- xts(rep(1, length(i)), order.by = as.POSIXct(i)) 
weekdays(index(to.weekly(y))) 
# [1] "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" 
# [14] "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" 
# [27] "Sunday" "Sunday" "Sunday" "Thursday"

來源

2012-07-05 Thomas Browne

你使用的是什麼版本的xts？ – 2012-07-05 15:07:57

我剛升級到R2.15.1並運行update.packages（）。顯示「0.8-2」。 – 2012-07-05 15:13:06

糟糕 - 我看到我們在0.8-6。更新（年/月/日）？ y 警告：包'xts'，'zoo'正在使用中，不會安裝這可能是問題所在。讓我修復它.... – 2012-07-05 15:15:30

這是在R-Forge上修復的CRAN版本中的一個錯誤。基本上，索引的時間部分沒有被丟棄，你遇到了時區和夏時制時髦的業務。

Install from R-Forge使用校正函數。

require(xts) 
i <- Sys.Date()+200:0 
x <- xts(rep(1, length(i)), order.by = i) 
y <- xts(rep(1, length(i)), order.by = as.POSIXct(i)) 
all.equal(weekdays(index(to.weekly(x))), weekdays(index(to.weekly(y))))

來源

2012-07-05 15:54:39

XTS to.weekly returns each different endpoints

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