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timeDate (version 290.81)

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

190,727

Version

290.81

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 22nd, 2024

Functions in timeDate (290.81)

sample

Resampling 'timeDate' Objects
nDay

n-th n-day Dates
rep

Replicating 'timeDate' Objects
blockStart

Equally sized 'timeDate' Blocks
holidayTSX

TSX Holiday Calendar
as.timeDate

Coercion into 'timeDate' Objects
c

Concatenating 'timeDate' Objects
kurtosis

Kurtosis
fCalendar-package

Utilities and Tools Package
finCenter

Financial Center of a timeDate object
onOrAfter

OnOrAfter/Before Dates
window

Time Windows
listFinCenter

List of Financial Centers
timeCalendar

'timeDate' from Calendar Atoms
rev

Reverting 'timeDate' Objects
difftimeDate

Difference of two 'timeDate' Objects
length

Length of a 'timeDate' Object
listHolidays

List of Holidayss
show-methods

Show Methods
myUnits

Frequency of date/time Units
timeDate

'timeDate' Objects from Scratch
holidayDate

Public and Ecclesiastical Holidays
format-methods

Format Methods
sort

Sorting 'timeDate' Objects
round

Rounding and Truncating 'timeDate' Objects
diff

Lagged 'timeDate' Differences
start

Terminal Times and Range
Sys.timeDate

System Time as 'timeDate' Object
RmetricsOptions

Rmetrics Option Settings
myFinCenter

myFinCenter Variable
summary-methods

Summary Method
dayOfYear

Day of the Year
julian

Julian Counts and Calendar Atoms
align

Making a 'timeDate' object unique
timeSequence

Regularly spaced 'timeDate' objects
subset

Subsetting a 'timeDate' Object
midnightStandard

Midnight Standard
Easter

Date of Easter
as

Any to 'timeDate' Coercion
plot-methods

Plot Methods
timeDate-class

Class "timeDate"
dayOfWeek

Day of the Week
isBizday

Business and Holidays
holiday

Holiday Dates
skewness

Skewness
firstDay

First and Last Days
timeDateMathOps

timeDate Mathematical Operations
DaylightSavingTime

Daylight Saving Time Rules
currentYear

Current Year
rulesFinCenter

Financial Centers DST Rules
whichFormat

Format Recognation
isWeekday

Weekdays and Weekends
unique

Making a 'timeDate' object unique
holidayNYSE

NYSE Holiday Calendar
holidayZURICH

Zurich Holiday Calendar