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timeDate (version 3010.98)
Rmetrics - Chronological and Calendar Objects
Description
Environment for teaching "Financial Engineering and Computational Finance"
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Install
install.packages('timeDate')
Monthly Downloads
219,285
Version
3010.98
License
GPL (>= 2)
Maintainer
Yohan Chalabi
Last Published
May 1st, 2013
Functions in timeDate (3010.98)
Search functions
dayOfWeek
Day of the Week
nDay
n-th n-day Dates
length
Length of a 'timeDate' Object
round
Rounding and Truncating 'timeDate' Objects
isWeekday
Weekdays and Weekends
holidayNERC
NERC Holiday Calendar
listHolidays
List of Holidayss
difftimeDate
Difference of two 'timeDate' Objects
holiday
Holiday Dates
dayOfYear
Day of the Year
rev
Reverting 'timeDate' Objects
onOrAfter
OnOrAfter/Before Dates
isRegular
Checks if a date/time vector is regular
timeDate-class
Class "timeDate"
blockStart
Equally sized 'timeDate' Blocks
.endpoints
Endpoints Indexes
c
Concatenating 'timeDate' Objects
align
Making a 'timeDate' object unique
holidayZURICH
Zurich Holiday Calendar
rep
Replicating 'timeDate' Objects
julian
Julian Counts and Calendar Atoms
diff
Lagged 'timeDate' Differences
timeDateMathOps
timeDate Mathematical Operations
window
Time Windows
subset
Subsetting a 'timeDate' Object
RmetricsOptions
Rmetrics Option Settings
DaylightSavingTime
Daylight Saving Time Rules
start
Terminal Times and Range
format-methods
Format Methods
Sys.timeDate
System Time as 'timeDate' Object
unique
Making a 'timeDate' object unique
periods
Rolling periods
holidayDate
Public and Ecclesiastical Holidays
rulesFinCenter
Financial Centers DST Rules
timeSequence
Regularly spaced 'timeDate' objects
plot-methods
Plot Methods
isBizday
Business and Holidays
myUnits
Frequency of date/time Units
kurtosis
Kurtosis
holidayNYSE
NYSE Holiday Calendar
sample
Resampling 'timeDate' Objects
names-methods
The Names of a timeDate Object
skewness
Skewness
timeDate
'timeDate' Objects from Scratch
is.na-methods
is.na Methods
midnightStandard
Midnight Standard
sort
Sorting 'timeDate' Objects
holidayTSX
TSX Holiday Calendar
summary-methods
Summary Method
listFinCenter
List of Financial Centers
show-methods
Show Methods
Easter
Date of Easter
holidayLONDON
London Bank Holidays
currentYear
Current Year
whichFormat
Format Recognation
myFinCenter
myFinCenter Variable
as.timeDate
Any to 'timeDate' Coercion
timeDate-package
Utilities and Tools Package
firstDay
First and Last Days
timeCalendar
'timeDate' from Calendar Atoms
finCenter
Financial Center of a timeDate object