我有一个问题， xts 中的 endpoints() 函数（以及使用 endpoints 的 to.weekly 函数）有时会在星期五作为周末返回，有时会返回星期一 .
我的数据集名为 sp2 .
> head(sp2)
[,1]
2012-01-09 1.78
2012-01-10 1.78
2012-01-11 1.77
2012-01-12 1.80
2012-01-13 1.77
2012-01-16 1.77
> tail(sp2)
[,1]
2012-06-28 1.94
2012-06-29 1.92
2012-07-02 1.92
2012-07-03 1.90
2012-07-04 1.89
2012-07-05 1.89
> class(sp2)
[1] "xts" "zoo"
> weekdays(index(sp2))
[1] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[11] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[21] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[31] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[41] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[51] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[61] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[71] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[81] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[91] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[101] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[111] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday" "Friday"
[121] "Monday" "Tuesday" "Wednesday" "Thursday" "Friday" "Monday" "Tuesday" "Wednesday" "Thursday"
因此，您可以看到数据系列中没有错过工作日 .
然而.....
> weekdays(index(to.weekly(sp2)))
[1] "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Friday" "Monday"
[12] "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday"
[23] "Monday" "Monday" "Monday" "Thursday"
当然这应该是星期五（除了最后一点，即今天，星期四）？
我在这里做错了什么，是否有解决方法？
我想计算周五到周五这个数据系列的每周更改 .
..........................................可再生的例子...... ..................
i <- as.Date((as.numeric(Sys.Date())-200):as.numeric(Sys.Date()))
x <- xts(rep(1, length(i)), order.by = i)
weekdays(index(to.weekly(x)))
# [1] "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday"
# [14] "Sunday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday" "Monday"
# [27] "Monday" "Monday" "Monday" "Thursday"
y <- xts(rep(1, length(i)), order.by = as.POSIXct(i))
weekdays(index(to.weekly(y)))
# [1] "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday"
# [14] "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday" "Sunday"
# [27] "Sunday" "Sunday" "Sunday" "Thursday"
1 回答
这是已在R-Forge上修复的CRAN版本中的错误 . 基本上，索引的时间组件没有被删除，你遇到了时区和夏令时的一些时髦的业务 .
Install from R-Forge使用已更正的功能 .