[R] Split xts data set into weeks

[Seimizu Joukan]

Hi, Jeff

Thank you for your advice.

> Your example of the problem is not reproducible [1]. This behavior could arise due to small discrepancies in the index values, or from specifying "frequency" instead of "f" as the second argument, our perhaps you have found a bug that only your data triggers. Any verification of what your problem is will require a reproducible example.
> [1] http://stackoverflow.com/questions/5963269/how-to-make-a-great-r-reproducible-example

I tried to make a piece of reproducible codes.
Would you please paste the following codes to R console and make a confirmation?

#Codes start from here

library("quantmod")
tmp<-structure(c(112.34, 112.89, 112.75, 113.5, 115.16, 115.21, 114.84,
114.93, 115.05, 114.46, 113.34, 113.71, 113.56, 115.08, 115.97,
115.26, 115.22, 115.24, 115.24, 114.98, 111.96, 112.75, 112.5,
113.1, 114.85, 114.55, 114.55, 114.75, 114.2, 112.92, 112.87,
112.8, 113.54, 115.05, 115.06, 114.85, 114.93, 115.09, 114.28,
113.92), class = c("xts", "zoo"), .indexCLASS = "Date", tclass =
"Date", .indexTZ = "", tzone = "", index = structure(c(1298818800,
1298905200, 1298991600, 1299078000, 1299164400, 1299423600, 1299510000,
1299596400, 1299682800, 1299769200), tzone = "", tclass = "Date"),
.Dim = c(10L,
4L), .Dimnames = list(NULL, c("Open", "High", "Low", "Close")))
class(tmp)
(res1<-split(tmp,f="weeks"))
(res2<-split(tmp,frequency="weeks"))

#Codes end here

the original data is saved in "tmp" and the split() results are saved
in res1 and res2.
res1 is the result of "f" and res2 is the resut of "frequency", both break the
week started from "2011-02-28" .... and result of "frequency" is even worse.

BTW, my R version is as following:

> version               _
platform       i686-pc-linux-gnu
arch           i686
os             linux-gnu
system         i686, linux-gnu
status
major          2
minor          15.2
year           2012
month          10
day            26
svn rev        61015
language       R
version.string R version 2.15.2 (2012-10-26)
nickname       Trick or Treat

Thank you.

Seimizu Joukan