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timeDate (version 2160.95)

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

212,137

Version

2160.95

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

March 20th, 2012

Functions in timeDate (2160.95)

Easter

Date of Easter
subset

Subsetting a 'timeDate' Object
sort

Sorting 'timeDate' Objects
timeDateMathOps

timeDate Mathematical Operations
isRegular

Checks if a date/time vector is regular
holidayDate

Public and Ecclesiastical Holidays
format-methods

Format Methods
currentYear

Current Year
skewness

Skewness
timeDate-package

Utilities and Tools Package
rep

Replicating 'timeDate' Objects
round

Rounding and Truncating 'timeDate' Objects
start

Terminal Times and Range
holidayNERC

NERC Holiday Calendar
isWeekday

Weekdays and Weekends
dayOfYear

Day of the Year
sample

Resampling 'timeDate' Objects
show-methods

Show Methods
rev

Reverting 'timeDate' Objects
holiday

Holiday Dates
holidayTSX

TSX Holiday Calendar
finCenter

Financial Center of a timeDate object
blockStart

Equally sized 'timeDate' Blocks
rulesFinCenter

Financial Centers DST Rules
dayOfWeek

Day of the Week
myUnits

Frequency of date/time Units
is.na-methods

is.na Methods
diff

Lagged 'timeDate' Differences
as.timeDate

Any to 'timeDate' Coercion
midnightStandard

Midnight Standard
holidayZURICH

Zurich Holiday Calendar
julian

Julian Counts and Calendar Atoms
isBizday

Business and Holidays
window

Time Windows
listFinCenter

List of Financial Centers
unique

Making a 'timeDate' object unique
plot-methods

Plot Methods
RmetricsOptions

Rmetrics Option Settings
listHolidays

List of Holidayss
difftimeDate

Difference of two 'timeDate' Objects
onOrAfter

OnOrAfter/Before Dates
kurtosis

Kurtosis
myFinCenter

myFinCenter Variable
DaylightSavingTime

Daylight Saving Time Rules
names-methods

The Names of a timeDate Object
summary-methods

Summary Method
align

Making a 'timeDate' object unique
Sys.timeDate

System Time as 'timeDate' Object
timeDate-class

Class "timeDate"
nDay

n-th n-day Dates
c

Concatenating 'timeDate' Objects
holidayLONDON

London Bank Holidays
periods

Rolling periods
timeCalendar

'timeDate' from Calendar Atoms
timeDate

'timeDate' Objects from Scratch
timeSequence

Regularly spaced 'timeDate' objects
whichFormat

Format Recognation
firstDay

First and Last Days
holidayNYSE

NYSE Holiday Calendar
length

Length of a 'timeDate' Object