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Editorial Team
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Asked: 2026-06-14T05:55:42+00:00

If I try to get endpoints for every year, for example, and do the

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If I try to get endpoints for every year, for example, and do the following:

xts.data <- xts(1:10000, order.by=seq(from=as.Date("1970-01-01"), by=1, len=10000))
z <- endpoints(xts.data, on="months", k=12)

The return value for this is:

> z
[1]     0 10000

Same with numbers higher than 12. Why would xts simply not return indices of every year or 13th month starting from the beginning. Is it limited by the number of periods in a year? That is if i did:

 z <- endpoints(xts.data, on="weeks", k=54)

This seems to work fine.

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1 Answer

  1. Editorial Team

    Yes. This looks like something of an implementation gotcha. I’ll add a fix to R-forge once I can test the version I am working on more completely.

    UPDATED twice

    There is now a patch on this in rev 742 on R-forge. It isn’t likely final, but ideally this is the direction.

    > head(xts.data[z])
       [,1]
1970-12-31  365
1971-12-31  730
1972-12-31 1096
1973-12-31 1461
1974-12-31 1826
1975-12-31 2191

> head(xts.data[endpoints(xts.data, on="months", k=1)])
           [,1]
1970-01-31   31
1970-02-28   59
1970-03-31   90
1970-04-30  120
1970-05-31  151
1970-06-30  181
> head(xts.data[endpoints(xts.data, on="months", k=2)])
           [,1]
1970-02-28   59
1970-04-30  120
1970-06-30  181
1970-08-31  243
1970-10-31  304
1970-12-31  365
> head(xts.data[endpoints(xts.data, on="months", k=3)])
           [,1]
1970-03-31   90
1970-06-30  181
1970-09-30  273
1970-12-31  365
1971-03-31  455
1971-06-30  546
> head(xts.data[endpoints(xts.data, on="months", k=4)])
           [,1]
1970-04-30  120
1970-08-31  243
1970-12-31  365
1971-04-30  485
1971-08-31  608
1971-12-31  730
> head(xts.data[endpoints(xts.data, on="months", k=6)])
           [,1]
1970-06-30  181
1970-12-31  365
1971-06-30  546
1971-12-31  730
1972-06-30  912
1972-12-31 1096
> head(xts.data[endpoints(xts.data, on="months", k=7)])
           [,1]
1970-07-31  212
1971-02-28  424
1971-09-30  638
1972-04-30  851
1972-11-30 1065
1973-06-30 1277
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