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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

379,087

Version

4032.109

License

GPL (>= 2)

Maintainer

Georgi Boshnakov

Last Published

December 14th, 2023

Functions in timeDate (4032.109)

rep

Replicating 'timeDate' objects
sort

Sorting 'timeDate' objects
round

Rounding and truncating 'timeDate' objects
length

Length of a 'timeDate' object
rev

Reverse 'timeDate' objects
timeDate-package

Utilities and tools package
start

Terminal times and range
sample

Resampling 'timeDate' objects
difftimeDate

Difference of two 'timeDate' objects
align

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

On-or-after/before dates
c

Concatenating 'timeDate' objects
dayOfYear

Day of the year
isRegular

Checks if a date/time vector is regular
periods

Rolling periods
holidayNERC

NERC holiday calendar
isWeekday

Weekdays and weekends
holidayNYSE

NYSE holiday calendar
dayOfWeek

Day of the week
unique

Remove duplicated dates from 'timeDate' objects
myUnits

Frequency of date/time units
specialHolidayGB

Dates of special one-off holidays in the UK
subset

Subsetting a 'timeDate' object
window

Time windows
.endpoints

Endpoints indexes
Easter

Date of Easter
holidayLONDON

London Bank Holidays
julian

Julian counts and calendar atoms
timeCalendar

'timeDate' from calendar atoms
summary-methods

Summary method
nDay

n-th n-day dates
listHolidays

List of holidays
DaylightSavingTime

Daylight Saving Time Rules
holiday

Holiday dates
timeDate-class

Class "timeDate"
firstDay

First and last days
isBizday

Check if dates are business or holidays
holidayTSX

TSX holiday calendar
earlyCloseNYSE

Early closings of the New York Stock exchange
as.timeDate

Coercion from/to 'timeDate'
show-methods

Show methods
blockStart

Equally sized 'timeDate' blocks
holidayZURICH

Zurich holiday calendar
timeDateMathOps

Mathematical operations with 'timeDate' objects
kurtosis

Kurtosis
names-methods

The names of a 'timeDate' object
listFinCenter

List of financial centers
RmetricsOptions

Rmetrics option settings
midnightStandard

Midnight standard
is.na-methods

Methods for 'is.na'
plot-methods

Plot methods
holidayDate

Public and ecclesiastical holidays
skewness

Skewness
currentYear

Current year
myFinCenter

myFinCenter variable
timeSequence

Regularly spaced 'timeDate' objects
Sys.timeDate

System time as 'timeDate' object
timeDate

Create 'timeDate' objects from scratch
finCenter

Financial Center of a timeDate object
rulesFinCenter

Financial centers DST rules
whichFormat

Format recognation
diff

Lagged 'timeDate' differences
format-methods

Format methods