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timeDate (version 3042.101)

Rmetrics - Chronological and Calendar Objects

Description

The 'timeDate' class fulfils the conventions of the ISO 8601 standard as well as of the ANSI C and POSIX standards. Beyond these standards it provides the "Financial Center" concept which allows to handle data records collected in different time zones and mix them up to have always the proper time stamps with respect to your personal financial center, or alternatively to the GMT reference time. It can thus also handle time stamps from historical data records from the same time zone, even if the financial centers changed day light saving times at different calendar dates.

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Version

Install

install.packages('timeDate')

Monthly Downloads

190,727

Version

3042.101

License

GPL (>= 2)

Maintainer

Tobias Setz

Last Published

November 16th, 2017

Functions in timeDate (3042.101)

difftimeDate

Difference of two 'timeDate' Objects
timeDate-package

Utilities and Tools Package
length

Length of a 'timeDate' Object
c

Concatenating 'timeDate' Objects
round

Rounding and Truncating 'timeDate' Objects
diff

Lagged 'timeDate' Differences
format-methods

Format Methods
rep

Replicating 'timeDate' Objects
sample

Resampling 'timeDate' Objects
rev

Reverting 'timeDate' Objects
subset

Subsetting a 'timeDate' Object
sort

Sorting 'timeDate' Objects
summary-methods

Summary Method
start

Terminal Times and Range
align

Making a 'timeDate' object unique
dayOfWeek

Day of the Week
.endpoints

Endpoints Indexes
julian

Julian Counts and Calendar Atoms
onOrAfter

OnOrAfter/Before Dates
nDay

n-th n-day Dates
firstDay

First and Last Days
periods

Rolling periods
isBizday

Business and Holidays
timeDate-class

Class "timeDate"
holidayZURICH

Zurich Holiday Calendar
plot-methods

Plot Methods
holiday

Holiday Dates
names-methods

The Names of a timeDate Object
holidayNYSE

NYSE Holiday Calendar
show-methods

Show Methods
holidayTSX

TSX Holiday Calendar
unique

Making a 'timeDate' object unique
dayOfYear

Day of the Year
Easter

Date of Easter
isWeekday

Weekdays and Weekends
as.timeDate

Any to 'timeDate' Coercion
listHolidays

List of Holidayss
timeDateMathOps

timeDate Mathematical Operations
blockStart

Equally sized 'timeDate' Blocks
RmetricsOptions

Rmetrics Option Settings
kurtosis

Kurtosis
currentYear

Current Year
DaylightSavingTime

Daylight Saving Time Rules
holidayDate

Public and Ecclesiastical Holidays
window

Time Windows
timeCalendar

'timeDate' from Calendar Atoms
holidayLONDON

London Bank Holidays
isRegular

Checks if a date/time vector is regular
myFinCenter

myFinCenter Variable
Sys.timeDate

System Time as 'timeDate' Object
myUnits

Frequency of date/time Units
finCenter

Financial Center of a timeDate object
holidayNERC

NERC Holiday Calendar
timeDate

'timeDate' Objects from Scratch
is.na-methods

is.na Methods
timeSequence

Regularly spaced 'timeDate' objects
listFinCenter

List of Financial Centers
skewness

Skewness
midnightStandard

Midnight Standard
rulesFinCenter

Financial Centers DST Rules
whichFormat

Format Recognation