simple reproducible example:
set.seed(1234)len <- 1000fake <- zoo::zoo(rnorm(len, mean = 0.001, sd = 0.0005), order.by = seq.Date(from = as.Date("2000-01-01", tz = "UTC"), length.out = len, by = "day"))lastof_monthly <- xts::to.monthly(fake, indexAt = "lastof", OHLC = F, drop.time = T)monthly <- xts::to.monthly(fake, OHLC = F, drop.time = T) head(monthly)head(lastof_monthly)lastof_weekly <- xts::to.weekly(fake, indexAt = "lastof", OHLC = F, drop.time = T)yields output for to.monthly but generates an error for to.weekly as of R 4.3:
Error in !missing(sec) && sec%%1 != 0 : 'length = 144' in coercion to 'logical(1)'output of sessionInfo() for above error:
> sessionInfo()R version 4.4.1 (2024-06-14 ucrt)Platform: x86_64-w64-mingw32/x64Running under: Windows 11 x64 (build 22621)Matrix products: defaultlocale:[1] LC_COLLATE=English_United Kingdom.utf8 LC_CTYPE=English_United Kingdom.utf8 LC_MONETARY=English_United Kingdom.utf8 LC_NUMERIC=C [5] LC_TIME=English_United Kingdom.utf8 time zone: Europe/Londontzcode source: internalattached base packages:[1] stats graphics grDevices utils datasets methods base loaded via a namespace (and not attached): [1] digest_0.6.35 xts_0.14.0 fastmap_1.1.1 xfun_0.43 lattice_0.22-6 magrittr_2.0.3 zoo_1.8-12 glue_1.7.0 stringr_1.5.1 [10] knitr_1.46 htmltools_0.5.8.1 rmarkdown_2.26 lifecycle_1.0.4 cli_3.6.2 grid_4.4.1 compiler_4.4.1 rstudioapi_0.16.0 tools_4.4.1 [19] evaluate_0.23 yaml_2.3.8 rlang_1.1.3 jsonlite_1.8.8 stringi_1.8.3 Expected xts::to.weekly to yield a valid result with the argument indexAt="lastof"