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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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Version

Install

install.packages('timeDate')

Monthly Downloads

472,474

Version

3010.98

License

GPL (>= 2)

Maintainer

Yohan Chalabi

Last Published

May 1st, 2013

Functions in timeDate (3010.98)

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