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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.

Class 'timeInterval', introduced in v4050.111, represents time-date intervals. Suitable metods are defined for manipulating them, including union, intersection, complement, set difference and other utilities.

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 (html site created with 'pkgdown') or download the reference manual of the latest release from CRAN.

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Version

Install

install.packages('timeDate')

Monthly Downloads

416,584

Version

4052.112

License

GPL (>= 2)

Maintainer

Georgi Boshnakov

Last Published

January 28th, 2026

Functions in timeDate (4052.112)

.endpoints

Endpoints indexes
timeDate-class

Class "timeDate"
periods

Rolling periods
earlyCloseNYSE

Early closings of the New York Stock exchange
onOrAfter

On-or-after/before dates
julian

Julian counts and calendar atoms
nDay

n-th n-day dates
dayOfWeek

Day of the week
isBizday

Check if dates are business or holidays
firstDay

First and last days
holidayNYSE

NYSE holiday calendar
holidayNERC

NERC holiday calendar
isWeekday

Weekdays and weekends
isRegular

Checks if a date/time vector is regular
holidayTSX

TSX holiday calendar
holidayZURICH

Zurich holiday calendar
holidayLONDON

London Bank Holidays
listHolidays

List of holidays
timeDateMathOps

Mathematical operations with 'timeDate' objects
coerceToOther

Coercion from 'timeDate' to other classes
myUnits

Frequency of date/time units
myFinCenter

myFinCenter variable
holidayDate

Public and ecclesiastical holidays
specialHolidayGB

Dates of special one-off holidays in the UK
plot-methods

Plot methods
blockStart

Equally sized 'timeDate' blocks
kurtosis

Kurtosis
pasteMat

Concatenate matrix columns, keeping NAs
names-methods

The names of a 'timeDate' object
is.na-methods

Methods for 'is.na'
show-methods

Show methods
holiday

Holiday dates
skewness

Skewness
in_int

Set operations on timeInterval objects
timeCalendar

'timeDate' from calendar atoms
midnightStandard

Midnight standard
DaylightSavingTime

Daylight Saving Time Rules
RmetricsOptions

Rmetrics option settings
timeCeiling

Ceiling (round up) for data-time objects
currentYear

Current year
window

Time windows
whichFormat

Format recognition
timeDate

Create 'timeDate' objects
finCenter

Financial Center of a timeDate object
timeInterval-methods

Create 'timeInterval' objects
timeInterval-class

Class 'timeInterval'
rulesFinCenter

Financial centers DST rules
listFinCenter

List of financial centers
timeSequence

Regularly spaced 'timeDate' objects
Sys.timeDate

System time as 'timeDate' object
format-methods

Format methods
unique

Remove duplicated dates from 'timeDate' objects
difftimeDate

Difference of two 'timeDate' objects
subset

Subsetting a 'timeDate' object
Easter

Date of Easter
c

Concatenating 'timeDate' objects
diff

Lagged 'timeDate' differences
summary-methods

Summary method
length

Length of a 'timeDate' object
timeDate-package

Calendar and date utilities and tools
rev

Reverse 'timeDate' objects
sort

Sorting 'timeDate' objects
rep

Replicating 'timeDate' objects
start

Terminal times and range
align

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

Resampling 'timeDate' objects
round

Rounding and truncating 'timeDate' objects
dayOfYear

Day of the year