Subset a dataframe between 2 dates

As already pointed out by @MrFlick, you dont get around the basic logic of subsetting. One way to make it easier for you to subset your specific data.frame would be to define a function that takes two inputs like DATE1 and DATE2 in your example and then returns the subset of IBOV_RET according to those subset parameters.

myfunc <- function(x,y){IBOV_RET[IBOV_RET$DATE >= x & IBOV_RET$DATE <= y,]}

DATE1 <- as.Date("1993-04-29")
DATE2 <- as.Date("1993-05-04")

Test <- myfunc(DATE1,DATE2)    

#> Test
#        DATE  X1D_RETURN
#2 1993-04-29 -0.02469136
#3 1993-04-30  0.01687764
#4 1993-05-03  0.00000000
#5 1993-05-04  0.03319502

You can also enter the specific dates directly into myfunc:

myfunc(as.Date("1993-04-29"),as.Date("1993-05-04")) #will produce the same result

Leave a Comment