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endpoints ignores k when using on='quarters'
Expecting to get the index of the endpoint of every second quarter. For example getting 0,181,365 as output from the example below.
endpoints(xts(1:365,as.Date('2018-01-01')+(0:364)),'quarters',1) [1] 0 90 181 273 365 endpoints(xts(1:365,as.Date('2018-01-01')+(0:364)),'quarters',2) [1] 0 90 181 273 365
changing the switch case to something like this might work
quarters = { ixqtr <- posixltindex$year * 100L + 190000L + posixltindex$mon%/%3 + 1 ans=as.integer(c(0, which(diff(ixqtr) != 0), NR)) ans[unique(c(1,1+seq_len((length(ans)-1)/k)*k,length(ans)))] }
R version 3.4.4 (2018-03-15) Platform: x86_64-pc-linux-gnu (64-bit) Running under: Ubuntu 16.04.5 LTS Matrix products: default BLAS: /usr/lib/openblas-base/libblas.so.3 LAPACK: /usr/lib/libopenblasp-r0.2.18.so locale: [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8 LC_MONETARY=en_US.UTF-8 [6] LC_MESSAGES=en_US.UTF-8 LC_PAPER=en_US.UTF-8 LC_NAME=C LC_ADDRESS=C LC_TELEPHONE=C [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C attached base packages: [1] stats graphics grDevices utils datasets methods base other attached packages: [1] xts_0.11-2 zoo_1.8-4 loaded via a namespace (and not attached): [1] compiler_3.4.4 tools_3.4.4 yaml_2.2.0 grid_3.4.4 lattice_0.20-35
The text was updated successfully, but these errors were encountered:
138d80c
Thanks for the report and suggested fix! I decided to use the same pattern as when k > 1 and on = "months". Thanks again for your contribution!
k > 1
on = "months"
Sorry, something went wrong.
joshuaulrich
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Description
endpoints ignores k when using on='quarters'
Expected behavior
Expecting to get the index of the endpoint of every second quarter. For example getting 0,181,365 as output from the example below.
Minimal, reproducible example
Possible Solution
changing the switch case to something like this might work
Session Info
The text was updated successfully, but these errors were encountered: