[R] Split xts data set into weeks

[Jeff Newmiller]

Your example of the problem is not reproducible [1]. This behavior could arise due to small discrepancies in the index values, or from specifying "frequency" instead of "f" as the second argument, our perhaps you have found a bug that only your data triggers. Any verification of what your problem is will require a reproducible example.

[1] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example
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Sent from my phone. Please excuse my brevity.

Seimizu Joukan <saimizi at gmail.com> wrote:

>Hi
>
>I am trying to use split() to split a xts data set into weeks, but the
>result seems not right.
>original data is as following:
>
>> head(xec)
>             Open   High    Low  Close     mean
>2011-02-28 112.34 113.34 111.96 112.87 112.6275
>2011-03-01 112.89 113.71 112.75 112.80 113.0375
>2011-03-02 112.75 113.56 112.50 113.54 113.0875
>2011-03-03 113.50 115.08 113.10 115.05 114.1825
>2011-03-04 115.16 115.97 114.85 115.06 115.2600
>2011-03-07 115.21 115.26 114.55 114.85 114.9675
>...
>
>and I did the split() as following
>
>> head(split(x=xec,f="weeks"))
>[[1]]
>             Open   High    Low  Close     mean
>2011-02-28 112.34 113.34 111.96 112.87 112.6275
>
>[[2]]
>             Open   High    Low  Close     mean
>2011-03-01 112.89 113.71 112.75 112.80 113.0375
>2011-03-02 112.75 113.56 112.50 113.54 113.0875
>2011-03-03 113.50 115.08 113.10 115.05 114.1825
>2011-03-04 115.16 115.97 114.85 115.06 115.2600
>2011-03-07 115.21 115.26 114.55 114.85 114.9675
>...
>
>the "2011-02-28" is the Monday but not being grouped with the other
>days in that week,
>which makes the second groups begin from Tuesday ("2011-03-01").
>
>I want it to be as following
>
>[[1]]
>             Open   High    Low  Close     mean
>2011-02-28 112.34 113.34 111.96 112.87 112.6275
>2011-03-01 112.89 113.71 112.75 112.80 113.0375
>2011-03-02 112.75 113.56 112.50 113.54 113.0875
>2011-03-03 113.50 115.08 113.10 115.05 114.1825
>2011-03-04 115.16 115.97 114.85 115.06 115.2600
>
>[[2]]
>             Open   High    Low  Close     mean
>2011-03-07 115.21 115.26 114.55 114.85 114.9675
>...
>
>Could anyone please give some advice?
>Thanks in advance.
>
>Seimizu Joukan
>
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>and provide commented, minimal, self-contained, reproducible code.