[R] Change intervals in apply.weekly

2010-12-06 Thread Giuseppe Vittucci
I am using the function apply.weekly() from the xts package and I realized that for the program the week starts Tuesday. So for instance, with a series like this: Close 2006-07-03 3.00 2006-07-04 36738.00 2006-07-05 36207.00 2006-07-06 36534.00 2006-07-07 36434.00 2006-07-10

[R] From ts to xts

2010-12-06 Thread Giuseppe Vittucci
I have the following problem. After having created an xts importing data from a csv with: data - read.csv(mib.csv, header = TRUE, dec = ., sep=\t) dates - as.POSIXct(strptime(data[,1],format=%m/%d/%Y)) mib - xts(data[,c(2:6)],order.by=dates)) I work out weekly log returns: p -