Secret index tools

xts uses a very special attribute called index to provide time support to your objects. For performance and design reasons, the index is stored in a special way. This means that regardless of the class of your index (e.g. Date or yearmon) everything internally looks the same to xts. The raw index is actually a simple vector of fractional seconds since the UNIX epoch.

Normally you want to access the times you stored. index() does this magically for you by using your indexClass. To get to the raw vector of the index, you can use .index(). Note the critical dot before the function name.

More useful than extracting raw seconds is the ability to extract time components similar to the POSIXlt class, which closely mirrors the underlying POSIX internal compiled structure tm. This functionality is provided by a handful of commands such as .indexday(), .indexmon(), .indexyear(), and more.

In this exercise, you'll take a look at the weekend weather in our pre-loaded temps data using the .indexwday() command. Note that the values range from 0-6, with Sunday equal to 0. Recall that you can use a logical vector to extract elements of an xts object.

Practice extracting the underlying units of your index in the temps data. Use .index() to see the number of seconds, and .indexwday() to see the day of the week of your observations.
Create index using the which() function to extract weekend observations in temps.
Select the indexed values from temps.

Exercise

Secret index tools

Instructions