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subsetting in xts using a parameter holding dates

Tags:

r

subset

xts

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!

like image 658
zuuz Avatar asked Dec 31 '12 12:12

zuuz


2 Answers

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
like image 67
Joshua Ulrich Avatar answered Sep 22 '22 10:09

Joshua Ulrich


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
like image 24
agstudy Avatar answered Sep 21 '22 10:09

agstudy