How do remove data from a certain weekday period from a R time-series?

Question

I have a R xts timeseries. How can I create a new timeseries from it, which contains all the data from the original, except the data points occurring on Monday between 12:00 and 18:00?

Answer 1

Here's one way to do it.

x <- .xts(rnorm(100), as.POSIXct("2011-01-06 10:00:00")-100:1*3600)
x[with(as.POSIXlt(index(x)), !(wday==1 & hour > 12 & hour < 18)),]

And if you only need the times between 12:00-18:00 you can use xts-subsetting like this:

x["T12:00/T18:00"]