endpoints (bug?) behavior in xts
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Alex
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Published on 2012-11-09T23:32:13Z
Indexed on
2012/11/11
5:01 UTC
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If I try to get endpoints
for every year, for example, and do the following:
xts.data <- xts(1:10000, order.by=seq(from=as.Date("1970-01-01"), by=1, len=10000))
z <- endpoints(xts.data, on="months", k=12)
The return value for this is:
> z
[1] 0 10000
Same with numbers higher than 12. Why would xts
simply not return indices of every year or 13th month starting from the beginning. Is it limited by the number of periods in a year? That is if i did:
z <- endpoints(xts.data, on="weeks", k=54)
This seems to work fine.
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