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The R package 'timeDate' provides class 'timeDate' for working with date/time. 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.

Package timeDate is part of the Rmetrics suite of R packages and is developed on R-forge at timeDate. The root of Rmetrics is at R-forge.

Installing timeDate

Install the latest stable version of timeDate from CRAN:

install.packages("timeDate")

You can install the development version of timeDate from R-forge:

install.packages("timeDate", repos = "http://R-Forge.R-project.org")

To report bugs visit Rmetrics.

Documentation

You can view the documentation of timeDate at timeDateDoc or download the reference manual of the latest release from CRAN.

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Version

Install

install.packages('timeDate')

Monthly Downloads

164,538

Version

4022.108

License

GPL (>= 2)

Maintainer

Georgi Boshnakov

Last Published

January 7th, 2023

Functions in timeDate (4022.108)

format-methods

Format methods
diff

Lagged 'timeDate' differences
difftimeDate

Difference of two 'timeDate' objects
dayOfYear

Day of the year
rep

Replicating 'timeDate' objects
round

Rounding and truncating 'timeDate' objects
rev

Reverse 'timeDate' objects
sort

Sorting 'timeDate' objects
start

Terminal times and range
sample

Resampling 'timeDate' objects
.endpoints

Endpoints indexes
timeDate-package

Utilities and tools package
isRegular

Checks if a date/time vector is regular
isWeekday

Weekdays and weekends
c

Concatenating 'timeDate' objects
align

Align a 'timeDate' object to regular date/time stamps
as.timeDate

Coercion from/to 'timeDate'
dayOfWeek

Day of the week
timeDateMathOps

Mathematical operations with 'timeDate' objects
unique

Remove duplicated dates from 'timeDate' objects
holidayNYSE

NYSE holiday calendar
Easter

Date of Easter
blockStart

Equally sized 'timeDate' blocks
holidayTSX

TSX holiday calendar
rulesFinCenter

Financial centers DST rules
whichFormat

Format recognation
subset

Subsetting a 'timeDate' object
kurtosis

Kurtosis
firstDay

First and last days
julian

Julian counts and calendar atoms
nDay

n-th n-day dates
timeDate

Create 'timeDate' objects from scratch
isBizday

Check if dates are business or holidays
summary-methods

Summary method
DaylightSavingTime

Daylight Saving Time Rules
timeSequence

Regularly spaced 'timeDate' objects
onOrAfter

On-or-after/before dates
timeDate-class

Class "timeDate"
periods

Rolling periods
plot-methods

Plot methods
holidayDate

Public and ecclesiastical holidays
myFinCenter

myFinCenter variable
holidayLONDON

London Bank Holidays
holidayZURICH

Zurich holiday calendar
holiday

Holiday dates
myUnits

Frequency of date/time units
is.na-methods

Methods for 'is.na'
listHolidays

List of holidays
names-methods

The names of a 'timeDate' object
skewness

Skewness
holidayNERC

NERC holiday calendar
Sys.timeDate

System time as 'timeDate' object
RmetricsOptions

Rmetrics option settings
finCenter

Financial Center of a timeDate object
currentYear

Current year
show-methods

Show methods
listFinCenter

List of financial centers
midnightStandard

Midnight standard
window

Time windows
timeCalendar

'timeDate' from calendar atoms
length

Length of a 'timeDate' object