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timeDate (version 290.85)

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

229,196

Version

290.85

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

April 16th, 2009

Functions in timeDate (290.85)

c

Concatenating 'timeDate' Objects
align

Making a 'timeDate' object unique
isWeekday

Weekdays and Weekends
firstDay

First and Last Days
finCenter

Financial Center of a timeDate object
kurtosis

Kurtosis
difftimeDate

Difference of two 'timeDate' Objects
listFinCenter

List of Financial Centers
holidayDate

Public and Ecclesiastical Holidays
start

Terminal Times and Range
dayOfWeek

Day of the Week
as.timeDate

Any to 'timeDate' Coercion
sort

Sorting 'timeDate' Objects
sample

Resampling 'timeDate' Objects
format-methods

Format Methods
diff

Lagged 'timeDate' Differences
periods

Rolling periods
dayOfYear

Day of the Year
Easter

Date of Easter
skewness

Skewness
subset

Subsetting a 'timeDate' Object
isBizday

Business and Holidays
length

Length of a 'timeDate' Object
timeDateMathOps

timeDate Mathematical Operations
whichFormat

Format Recognation
fCalendar-package

Utilities and Tools Package
holidayNYSE

NYSE Holiday Calendar
timeDate-class

Class "timeDate"
timeDate

'timeDate' Objects from Scratch
nDay

n-th n-day Dates
DaylightSavingTime

Daylight Saving Time Rules
is.na-methods

is.na Methods
blockStart

Equally sized 'timeDate' Blocks
timeSequence

Regularly spaced 'timeDate' objects
timeCalendar

'timeDate' from Calendar Atoms
RmetricsOptions

Rmetrics Option Settings
show-methods

Show Methods
onOrAfter

OnOrAfter/Before Dates
myFinCenter

myFinCenter Variable
holidayTSX

TSX Holiday Calendar
myUnits

Frequency of date/time Units
holidayZURICH

Zurich Holiday Calendar
unique

Making a 'timeDate' object unique
julian

Julian Counts and Calendar Atoms
listHolidays

List of Holidayss
rulesFinCenter

Financial Centers DST Rules
round

Rounding and Truncating 'timeDate' Objects
summary-methods

Summary Method
midnightStandard

Midnight Standard
plot-methods

Plot Methods
window

Time Windows
currentYear

Current Year
holiday

Holiday Dates
Sys.timeDate

System Time as 'timeDate' Object
rep

Replicating 'timeDate' Objects
rev

Reverting 'timeDate' Objects