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I have a few years of daily price data as a zoo object. What's the best way to subset the last week of 'every' month in R?

Here's how you can replicate it:

set.seed(123)
price <- rnorm(365)
data <- cbind(seq(as.Date("2013-01-01"), by = "day", length.out = 365), price)
zoodata <- zoo(data[,2], as.Date(data[,1]))

I tried this option but it only returns the last week of the entire data set.

do.call(rbind, lapply(split(zoodata, "months"), last, "1 week"))

Resulting output is: 

2013-12-30 2013-12-31 
 1.0246732  0.8176594

I'm hoping to get the last week of every month so there should be at least 12 weeks of data.

Thanks in advance!

user3584057
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    Please read [this](http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example) on how to make a minimal reproducible example of your problem. You should also show what you have tried so far and where you were unsuccessful. – talat May 18 '14 at 12:16
  • Thank you for your patience. I added code to make it reproducible. – user3584057 May 19 '14 at 03:24

2 Answers2

2

Here's a way using the xts package

## Create sample data
library(xts)
data(sample_matrix)
x <- as.xts(sample_matrix)
##

# split by month, and apply the last() function to each group
lapply(split(x, "months"), last, "1 week")

If you want the results to be a single object, you can rbind the list using do.call

do.call(rbind, lapply(split(x, "months"), last, "1 week"))
               Open     High      Low    Close
2007-01-29 49.85624 49.93038 49.76308 49.91875
2007-01-30 49.85477 50.02180 49.77242 50.02180
2007-01-31 50.07049 50.22578 50.07049 50.22578
2007-02-26 50.88168 50.88168 50.75481 50.75481
2007-02-27 50.74333 50.78909 50.61874 50.69206
2007-02-28 50.69435 50.77091 50.59881 50.77091
2007-03-26 48.34210 48.44637 48.28969 48.28969
2007-03-27 48.25248 48.41572 48.23648 48.30851
2007-03-28 48.33090 48.53595 48.33090 48.53595
2007-03-29 48.59236 48.69988 48.57432 48.69988
2007-03-30 48.74562 49.00218 48.74562 48.93546
2007-03-31 48.95616 49.09728 48.95616 48.97490
2007-04-30 49.13825 49.33974 49.11500 49.33974
2007-05-28 47.90142 47.93398 47.64718 47.64718
2007-05-29 47.65665 47.89342 47.65446 47.87252
2007-05-30 47.78866 47.93267 47.78866 47.83291
2007-05-31 47.82845 47.84044 47.73780 47.73780
2007-06-25 47.20471 47.42772 47.13405 47.42772
2007-06-26 47.44300 47.61611 47.44300 47.61611
2007-06-27 47.62323 47.71673 47.60015 47.62769
2007-06-28 47.67604 47.70460 47.57241 47.60716
2007-06-29 47.63629 47.77563 47.61733 47.66471
2007-06-30 47.67468 47.94127 47.67468 47.76719

Note: if it's important, you can wrap as.zoo() around it, but xts objects are zoo objects, so it's probably not necessary.

GSee
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  • Thank you GSee. I tried your fix but it didn't work for me. I only get the last week of the entire year. I added code in my original entry to make it reproducible. – user3584057 May 19 '14 at 03:26
  • @user3584057 You need to convert to an `xts` first. `x <- as.xts(zoodata)` – GSee May 19 '14 at 11:31
  • Got it. This came out clean: do.call(rbind, lapply(split(as.xts(zoodata), "months"), last, "1 week")) -- Thank you! – user3584057 May 20 '14 at 12:28
1

Try 

lapply(split(as.xts(zoodata), "months"), FUN = function(x) last(x,"1 week"))

This will give last 1 week of every month. (But the data will end at End of Month date as the last day of the month can end on any day of the week)

CHP
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