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josephdunn/exclude_fridays.R

Created September 23, 2011 20:03
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exclude_fridays.R
require(xts)
data(sample_matrix)
dates <- as.POSIXct(rownames(sample_matrix), format = "%Y-%m-%d")
dayLookup <- 1:7
names(dayLookup) <- c("Mon", "Tue", "Wed", "Thu", "Fri", "Sat", "Sun")
datesDays <- dayLookup[weekdays(dates, abbreviate = TRUE)]
print(datesDays)
blah <- xts(cbind(sample_matrix, dow =datesDays), order.by = dates)
blah[blah$dow!=5]
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