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timeDate (version 2130.91)

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

164,538

Version

2130.91

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

October 27th, 2010

Functions in timeDate (2130.91)

timeDate

'timeDate' Objects from Scratch
length

Length of a 'timeDate' Object
onOrAfter

OnOrAfter/Before Dates
periods

Rolling periods
unique

Making a 'timeDate' object unique
Easter

Date of Easter
plot-methods

Plot Methods
firstDay

First and Last Days
rulesFinCenter

Financial Centers DST Rules
is.na-methods

is.na Methods
show-methods

Show Methods
rep

Replicating 'timeDate' Objects
c

Concatenating 'timeDate' Objects
myUnits

Frequency of date/time Units
sort

Sorting 'timeDate' Objects
dayOfWeek

Day of the Week
Sys.timeDate

System Time as 'timeDate' Object
holidayNYSE

NYSE Holiday Calendar
rev

Reverting 'timeDate' Objects
nDay

n-th n-day Dates
timeCalendar

'timeDate' from Calendar Atoms
skewness

Skewness
difftimeDate

Difference of two 'timeDate' Objects
currentYear

Current Year
timeSequence

Regularly spaced 'timeDate' objects
holiday

Holiday Dates
isWeekday

Weekdays and Weekends
isBizday

Business and Holidays
holidayZURICH

Zurich Holiday Calendar
sample

Resampling 'timeDate' Objects
kurtosis

Kurtosis
holidayTSX

TSX Holiday Calendar
listHolidays

List of Holidayss
format-methods

Format Methods
summary-methods

Summary Method
DaylightSavingTime

Daylight Saving Time Rules
listFinCenter

List of Financial Centers
timeDateMathOps

timeDate Mathematical Operations
holidayDate

Public and Ecclesiastical Holidays
window

Time Windows
timeDate-package

Utilities and Tools Package
holidayNERC

NERC Holiday Calendar
timeDate-class

Class "timeDate"
finCenter

Financial Center of a timeDate object
align

Making a 'timeDate' object unique
dayOfYear

Day of the Year
midnightStandard

Midnight Standard
diff

Lagged 'timeDate' Differences
names-methods

The Names of a timeDate Object
as.timeDate

Any to 'timeDate' Coercion
round

Rounding and Truncating 'timeDate' Objects
myFinCenter

myFinCenter Variable
whichFormat

Format Recognation
RmetricsOptions

Rmetrics Option Settings
blockStart

Equally sized 'timeDate' Blocks
subset

Subsetting a 'timeDate' Object
start

Terminal Times and Range
julian

Julian Counts and Calendar Atoms
isRegular

Checks if a date/time vector is regular