Locate Endpoints by Time

Extract index locations for an xts object that correspond to the last observation in each period specified by on and k.

Usage

endpoints(x, on = "months", k = 1)

Arguments

x

An xts object.

on

A character string specifying the period.

k

The number of periods each endpoint should cover.

Value

A numeric vector of beginning with 0 and ending with the number of of observations in x.

Details

endpoints() returns a numeric vector that always begins with zero and ends with the number of observations in x.

Periods are always based on the distance from the UNIX epoch (midnight 1970-01-01 UTC), not the first observation in x. See the examples.

Valid values for the on argument are: “us” (microseconds), “microseconds”, “ms” (milliseconds), “milliseconds”, “secs” (seconds), “seconds”, “mins” (minutes), “minutes”, “hours”, “days”, “weeks”, “months”, “quarters”, and “years”.

Author

Jeffrey A. Ryan

Examples

data(sample_matrix)

endpoints(sample_matrix)
#> [1]   0  30  58  89 119 150 180
endpoints(sample_matrix, "weeks")
#>  [1]   0   6  13  20  27  34  41  48  55  62  69  76  83  90  97 104 111 118 125
#> [20] 132 139 146 153 160 167 174 180

### example of how periods are based on the UNIX epoch,
### *not* the first observation of the data series
x <- xts(1:38, yearmon(seq(2018 - 1/12, 2021, 1/12)))
# endpoints for the end of every other year
ep <- endpoints(x, "years", k = 2)
# Dec-2017 is the end of the *first* year in the data. But when you start from
# Jan-1970 and use every second year end as your endpoints, the endpoints are
# always December of every odd year.
x[ep, ]
#>          [,1]
#> Dec 2017    1
#> Dec 2019   25
#> Jan 2021   38