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timeDate (version 2100.86)

Rmetrics - Chronological and Calendarical Objects

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('timeDate')

Monthly Downloads

379,087

Version

2100.86

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 28th, 2009

Functions in timeDate (2100.86)

show-methods

Show Methods
timeSequence

Regularly spaced 'timeDate' objects
holidayDate

Public and Ecclesiastical Holidays
length

Length of a 'timeDate' Object
subset

Subsetting a 'timeDate' Object
align

Making a 'timeDate' object unique
myUnits

Frequency of date/time Units
as.timeDate

Any to 'timeDate' Coercion
currentYear

Current Year
skewness

Skewness
holidayZURICH

Zurich Holiday Calendar
DaylightSavingTime

Daylight Saving Time Rules
Sys.timeDate

System Time as 'timeDate' Object
dayOfYear

Day of the Year
myFinCenter

myFinCenter Variable
holiday

Holiday Dates
timeDate

'timeDate' Objects from Scratch
window

Time Windows
timeDateMathOps

timeDate Mathematical Operations
holidayNYSE

NYSE Holiday Calendar
start

Terminal Times and Range
firstDay

First and Last Days
difftimeDate

Difference of two 'timeDate' Objects
sort

Sorting 'timeDate' Objects
timeDate-class

Class "timeDate"
isRegular

Checks if a date/time vector is regular
midnightStandard

Midnight Standard
timeCalendar

'timeDate' from Calendar Atoms
kurtosis

Kurtosis
sample

Resampling 'timeDate' Objects
blockStart

Equally sized 'timeDate' Blocks
onOrAfter

OnOrAfter/Before Dates
dayOfWeek

Day of the Week
c

Concatenating 'timeDate' Objects
holidayTSX

TSX Holiday Calendar
round

Rounding and Truncating 'timeDate' Objects
julian

Julian Counts and Calendar Atoms
isWeekday

Weekdays and Weekends
is.na-methods

is.na Methods
Easter

Date of Easter
plot-methods

Plot Methods
periods

Rolling periods
rep

Replicating 'timeDate' Objects
summary-methods

Summary Method
listHolidays

List of Holidayss
rulesFinCenter

Financial Centers DST Rules
RmetricsOptions

Rmetrics Option Settings
listFinCenter

List of Financial Centers
finCenter

Financial Center of a timeDate object
rev

Reverting 'timeDate' Objects
fCalendar-package

Utilities and Tools Package
isBizday

Business and Holidays
holidayNERC

NERC Holiday Calendar
diff

Lagged 'timeDate' Differences
nDay

n-th n-day Dates
unique

Making a 'timeDate' object unique
format-methods

Format Methods
whichFormat

Format Recognation