endpoints() should return the ending value when k>1 for on = months or quarters

[Eluvias]

This issue is found when on = months or on = quarters and k>1. The case when on = years is not covered here as it seems there is a different problem, see #299 .

library(xts)
set.seed(1234)

xx <- as.xts(as.matrix(rnorm(341*12)),
              seq.Date(as.Date(Sys.Date()),
                       by = "day",
                       length.out = 341*12))

head(xx, 2)
#>                  [,1]
#> 2019-06-01 -1.2070657
#> 2019-06-02  0.2774292
tail(xx, 2)
#>                  [,1]
#> 2030-08-12  1.7300719
#> 2030-08-13 -0.2922716

# Expect ending date "2030-08-13"
tail(xx[endpoints(xx, on = "quarters", k = 2),], 3) # OK
#>                  [,1]
#> 2029-09-30  0.5760302
#> 2030-03-31 -0.4003829
#> 2030-08-13 -0.2922716
tail(xx[endpoints(xx, on = "quarters", k = 3),], 3) # NOPE
#>                  [,1]
#> 2028-12-31 -0.8780204
#> 2029-09-30  0.5760302
#> 2030-06-30 -1.0143564
tail(xx[endpoints(xx, on = "quarters", k = 4),], 3) # NOPE
#>                  [,1]
#> 2028-03-31  0.4482753
#> 2029-03-31 -0.6757905
#> 2030-03-31 -0.4003829
tail(xx[endpoints(xx, on = "quarters", k = 5),], 3) # NOPE
#>                  [,1]
#> 2027-12-31 -0.0193127
#> 2029-03-31 -0.6757905
#> 2030-06-30 -1.0143564

tail(xx[endpoints(xx, on = "months", k = 2),], 3) # NOPE
#>                  [,1]
#> 2030-03-31 -0.4003829
#> 2030-05-31 -0.9918847
#> 2030-07-31 -0.3445485
tail(xx[endpoints(xx, on = "months", k = 3),], 3) # OK
#>                  [,1]
#> 2030-02-28 -0.3203597
#> 2030-05-31 -0.9918847
#> 2030-08-13 -0.2922716
tail(xx[endpoints(xx, on = "months", k = 4),], 3) # NOPE
#>                  [,1]
#> 2029-09-30  0.5760302
#> 2030-01-31 -1.8123470
#> 2030-05-31 -0.9918847

# For the "weeks" case works fine

tail(xx[endpoints(xx, on = "weeks", k = 2),], 3) # OK
#>                  [,1]
#> 2030-07-21 -0.6757286
#> 2030-08-04  0.6552194
#> 2030-08-13 -0.2922716
tail(xx[endpoints(xx, on = "weeks", k = 3),], 3) # OK
#>                    [,1]
#> 2030-07-14  0.006043235
#> 2030-08-04  0.655219387
#> 2030-08-13 -0.292271556
tail(xx[endpoints(xx, on = "weeks", k = 4),], 3) # OK
#>                  [,1]
#> 2030-06-23  0.9919737
#> 2030-07-21 -0.6757286
#> 2030-08-13 -0.2922716

devtools::session_info()
#> - Session info ----------------------------------------------------------
#>  setting  value                       
#>  version  R version 3.6.0 (2019-04-26)
#>  os       Windows 7 x64 SP 1          
#>  system   x86_64, mingw32             
#>  ui       RTerm                       
#>  language (EN)                        
#>  collate  English_United Kingdom.1252 
#>  ctype    English_United Kingdom.1252 
#>  tz       Europe/London               
#>  date     2019-06-01                  
#> 
#> - Packages --------------------------------------------------------------
#>  package     * version date       lib source                           

#>  xts         * 0.12-1  2019-06-01 [1] Github (joshuaulrich/xts@efe399f)u

#>  zoo         * 1.8-6   2019-05-28 [1] CRAN (R 3.6.0)                   
#> 
#> [1] C:/Program Files/R/library
#> [2] C:/Program Files/R/R-3.6.0/library

[joshuaulrich]

Thanks for the report. This looks like a bug, since endpoints() should always return the last observation. I'd really appreciate it if you could write some unit tests for all the cases, including those that currently work okay.

[joshuaulrich]

Thanks again. Sorry it took so long to fix!