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timeDate (version 2131.00)

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

152,685

Version

2131.00

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

October 24th, 2011

Functions in timeDate (2131.00)

diff

Lagged 'timeDate' Differences
align

Making a 'timeDate' object unique
plot-methods

Plot Methods
nDay

n-th n-day Dates
holidayLONDON

London Bank Holidays
as.timeDate

Any to 'timeDate' Coercion
holidayNERC

NERC Holiday Calendar
length

Length of a 'timeDate' Object
dayOfYear

Day of the Year
Easter

Date of Easter
rev

Reverting 'timeDate' Objects
holidayTSX

TSX Holiday Calendar
holidayZURICH

Zurich Holiday Calendar
is.na-methods

is.na Methods
names-methods

The Names of a timeDate Object
c

Concatenating 'timeDate' Objects
rulesFinCenter

Financial Centers DST Rules
timeDate

'timeDate' Objects from Scratch
difftimeDate

Difference of two 'timeDate' Objects
timeDate-class

Class "timeDate"
periods

Rolling periods
format-methods

Format Methods
skewness

Skewness
isWeekday

Weekdays and Weekends
blockStart

Equally sized 'timeDate' Blocks
DaylightSavingTime

Daylight Saving Time Rules
onOrAfter

OnOrAfter/Before Dates
start

Terminal Times and Range
round

Rounding and Truncating 'timeDate' Objects
RmetricsOptions

Rmetrics Option Settings
timeDate-package

Utilities and Tools Package
timeSequence

Regularly spaced 'timeDate' objects
firstDay

First and Last Days
currentYear

Current Year
holidayNYSE

NYSE Holiday Calendar
show-methods

Show Methods
timeDateMathOps

timeDate Mathematical Operations
unique

Making a 'timeDate' object unique
rep

Replicating 'timeDate' Objects
myUnits

Frequency of date/time Units
window

Time Windows
listFinCenter

List of Financial Centers
julian

Julian Counts and Calendar Atoms
subset

Subsetting a 'timeDate' Object
listHolidays

List of Holidayss
isRegular

Checks if a date/time vector is regular
finCenter

Financial Center of a timeDate object
dayOfWeek

Day of the Week
midnightStandard

Midnight Standard
timeCalendar

'timeDate' from Calendar Atoms
holiday

Holiday Dates
myFinCenter

myFinCenter Variable
Sys.timeDate

System Time as 'timeDate' Object
sample

Resampling 'timeDate' Objects
summary-methods

Summary Method
holidayDate

Public and Ecclesiastical Holidays
sort

Sorting 'timeDate' Objects
kurtosis

Kurtosis
whichFormat

Format Recognation
isBizday

Business and Holidays