我有一个带有少量事件指示器的 xts 对象。我需要将它按某些事件拆分，以便从给定事件到下一个事件的所有条目都将保存在同一个事件中xts，最终创建一个xts对象列表，每个对象都包含该事件作为最后一个条目，没有其他事件同一类型。
一个例子：
ts = as.Date(Sys.Date()-99:0)
e1 = numeric(100);e1[10*1:10]=1
e2 = numeric(100);e2[15*1:6]=1
y = 1:100 # just a sample content
xs = as.xts(cbind(e1,e2,y),order.by=ts)
ee = e1*e2==1 # the event in which both e1 and e2 are 1, should happen at 30,60,90
# here should be splitting function that gets xs and ee as parameters
# and should return a list of 4 xts: the first with the entries 1 through 30,
# the second with entries 31 to 60, the third with entries 61 to 90, and the last
# with entries 91 to 100
您的建议将不胜感激。