[R] Date Math

Noah Silverman noahsilverman at ucla.edu
Sun Oct 14 19:14:15 CEST 2012


I have a time series object (xts) that I iterate over in a loop.  Works fine. 

My challenge is that I want to be able to reference other entries in the series by math.  i.e.  For today's observation, what were the last 5 observations?  If indexed numerically, it is trivial, but I can figure out how to do this with dates.  

This is slightly more difficult as there may not be an observation for every day.  So I might want the last 5 that exist in the table, not the last 5 calendar days.

ideally, it would be something like this.

observations[ index(today)-5:today,  ]

However that obviously fails.


Noah Silverman, M.S.
UCLA Department of Statistics
8117 Math Sciences Building
Los Angeles, CA 90095

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