On Mon, 17 May 2010, ivan popivanov wrote:
library(xts)
library(TTR)
ndx = getYahooData("^NDX")
aa = ndx$Close
bb = aggregate(aa, as.yearweek, tail, 1)
The last operation takes forever, and then the bb dates are messed up.
The problem is problem due to the as.yearweek() function which is neither
part of "zoo" nor "xts" (nor any other package I can think of).
Z
The following produces the desired result:
time(aa) = as.Date(time(aa))
bb = aggregate(aa, as.yearweek, tail, 1)
The index of ndx and aa is of POSIXct (as reported by is(time(ndx))) , which
apparently causes problems. Isn't zoo (and xts) supposed to work properly
regardless of the type of index? Is this a bug in one of the libraries?
Thanks in advance,
Ivan
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