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timeDate (version 4021.106)

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

472,474

Version

4021.106

License

GPL (>= 2)

Maintainer

Georgi Boshnakov

Last Published

September 30th, 2022

Functions in timeDate (4021.106)

subset

Subsetting a 'timeDate' Object
dayOfYear

Day of the Year
summary-methods

Summary Method
dayOfWeek

Day of the Week
.endpoints

Endpoints Indexes
unique

Remove duplicated dates from 'timeDate' objects
align

Align a 'timeDate' object to regular date/time stamps
Easter

Date of Easter
firstDay

First and Last Days
isBizday

Business and Holidays
timeDate-class

Class "timeDate"
plot-methods

Plot Methods
periods

Rolling periods
nDay

n-th n-day Dates
onOrAfter

OnOrAfter/Before Dates
julian

Julian Counts and Calendar Atoms
sort

Sorting 'timeDate' Objects
start

Terminal Times and Range
isRegular

Checks if a date/time vector is regular
isWeekday

Weekdays and Weekends
timeDateMathOps

timeDate Mathematical Operations
listHolidays

List of Holidays
holidayZURICH

Zurich Holiday Calendar
as.timeDate

Coercion from/to 'timeDate'
holidayNERC

NERC Holiday Calendar
holidayNYSE

NYSE Holiday Calendar
show-methods

Show Methods
names-methods

The Names of a timeDate Object
holidayTSX

TSX Holiday Calendar
is.na-methods

is.na Methods
skewness

Skewness
holidayLONDON

London Bank Holidays
holidayDate

Public and Ecclesiastical Holidays
blockStart

Equally sized 'timeDate' Blocks
kurtosis

Kurtosis
RmetricsOptions

Rmetrics Option Settings
listFinCenter

List of Financial Centers
midnightStandard

Midnight Standard
holiday

Holiday Dates
currentYear

Current Year
finCenter

Financial Center of a timeDate object
myUnits

Frequency of date/time Units
timeCalendar

'timeDate' from Calendar Atoms
myFinCenter

myFinCenter Variable
window

Time Windows
Sys.timeDate

System Time as 'timeDate' Object
timeSequence

Regularly spaced 'timeDate' objects
DaylightSavingTime

Daylight Saving Time Rules
timeDate

'timeDate' Objects from Scratch
rulesFinCenter

Financial Centers DST Rules
whichFormat

Format Recognation
format-methods

Format Methods
difftimeDate

Difference of two 'timeDate' Objects
length

Length of a 'timeDate' Object
round

Rounding and Truncating 'timeDate' Objects
sample

Resampling 'timeDate' Objects
rev

Reverse 'timeDate' Objects
c

Concatenating 'timeDate' Objects
timeDate-package

Utilities and Tools Package
diff

Lagged 'timeDate' Differences
rep

Replicating 'timeDate' Objects