I am familiar with the xts subsetting abilities. However, I can't find an elegant way to subset a parameterized range of dates. something like this:
times = c(as.POSIXct("2012-11-03 09:45:00 IST"),
as.POSIXct("2012-11-05 09:45:00 IST"))
#create an xts object:
xts.obj = xts(c(1,2),order.by = times)
#filter with these dates:
start.date = as.POSIXct("2012-11-03")
end.date = as.POSIXct("2012-11-04")
#instead of xts["2012-11-03"/"2012-11-04"], do something like this:
xts[start.date:end.date]
Does anybody have any idea? Thanks!
You could paste the start.date
and end.date
objects together, separating by "::"
or "/"
, and then use that to subset.
R> xts.obj[paste(start.date,end.date,sep="::")]
[,1]
2012-11-03 09:45:00 1
from the help of [.xts {xts}
As xts uses POSIXct time representations of all user-level index classes internally, the fastest timeBased subsetting will always be from POSIXct objects, regardless of the indexClass of the original object.
So you can do subsetting timeBased like this :
xts.obj[seq(start.date,end.date,by=60)]
[,1]
2012-11-03 09:45:00 1
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