GetFractionOfDaysInInitialMonth(week.ending)
GetFractionOfDaysInInitialQuarter(week.ending)
Date
. Each entry contains the
date of the last day in a week.week.ending
.
Each entry gives the fraction of days in the week that occur in the
coarse time interval (month or quarter) containing the start of the
week (i.e the date 6 days before).bsts.mixed
.dates <- as.Date(c("2003-03-31",
"2003-04-01",
"2003-04-02",
"2003-04-03",
"2003-04-04",
"2003-04-05",
"2003-04-06",
"2003-04-07"))
fraction <- GetFractionOfDaysInInitialMonth(dates)
fraction == c(1, 6/7, 5/7, 4/7, 3/7, 2/7, 1/7, 1)
Run the code above in your browser using DataLab