[R-SIG-Finance] Filtering dates/times from zoo/xts series

[chrisbird]

ArunK,

Thanks, but this is not what I am trying to achieve.
I was trying to use 30 minute data, but remove any days where the total
count of 30 minutes samples was below a given threshold. For example:

dd/mm/yyyy
20/09/2011 (contains 12 samples in 30 minute intervals)
21/09/2011 (contains 8 samples in 30 minute intervals)
22/09/2011 (contains 3 samples in 30 minute intervals)
23/09/2011 (contains 13 samples in 30 minute intervals)

If my threshold was set to a minimum of 7 samples then I would want all
samples for 20th,21st and 23rd with the samples from 22nd omitted.

Again, I posted a solution I eventually arrived on - wether or not this is
an optimal solution I am unsure.

Chris.


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