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timeDate (version 2120.90)

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

226,648

Version

2120.90

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

July 26th, 2010

Functions in timeDate (2120.90)

holidayNYSE

NYSE Holiday Calendar
as.timeDate

Any to 'timeDate' Coercion
fCalendar-package

Utilities and Tools Package
onOrAfter

OnOrAfter/Before Dates
subset

Subsetting a 'timeDate' Object
c

Concatenating 'timeDate' Objects
isRegular

Checks if a date/time vector is regular
holidayTSX

TSX Holiday Calendar
dayOfWeek

Day of the Week
timeDate-class

Class "timeDate"
unique

Making a 'timeDate' object unique
length

Length of a 'timeDate' Object
round

Rounding and Truncating 'timeDate' Objects
whichFormat

Format Recognation
diff

Lagged 'timeDate' Differences
julian

Julian Counts and Calendar Atoms
format-methods

Format Methods
RmetricsOptions

Rmetrics Option Settings
rev

Reverting 'timeDate' Objects
listHolidays

List of Holidayss
periods

Rolling periods
dayOfYear

Day of the Year
holidayDate

Public and Ecclesiastical Holidays
isBizday

Business and Holidays
myUnits

Frequency of date/time Units
holidayZURICH

Zurich Holiday Calendar
firstDay

First and Last Days
align

Making a 'timeDate' object unique
nDay

n-th n-day Dates
start

Terminal Times and Range
Sys.timeDate

System Time as 'timeDate' Object
holidayNERC

NERC Holiday Calendar
show-methods

Show Methods
timeCalendar

'timeDate' from Calendar Atoms
kurtosis

Kurtosis
names-methods

The Names of a timeDate Object
plot-methods

Plot Methods
skewness

Skewness
holiday

Holiday Dates
finCenter

Financial Center of a timeDate object
sort

Sorting 'timeDate' Objects
timeDateMathOps

timeDate Mathematical Operations
blockStart

Equally sized 'timeDate' Blocks
myFinCenter

myFinCenter Variable
rep

Replicating 'timeDate' Objects
midnightStandard

Midnight Standard
DaylightSavingTime

Daylight Saving Time Rules
is.na-methods

is.na Methods
rulesFinCenter

Financial Centers DST Rules
Easter

Date of Easter
window

Time Windows
summary-methods

Summary Method
difftimeDate

Difference of two 'timeDate' Objects
isWeekday

Weekdays and Weekends
timeSequence

Regularly spaced 'timeDate' objects
listFinCenter

List of Financial Centers
currentYear

Current Year
sample

Resampling 'timeDate' Objects
timeDate

'timeDate' Objects from Scratch