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timeDate (version 290.84)

Rmetrics - Chronological and Calendarical Objects

Description

Environment for teaching "Financial Engineering and Computational Finance"

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Version

Install

install.packages('timeDate')

Monthly Downloads

226,648

Version

290.84

License

GPL (>= 2)

Maintainer

Rmetrics Team

Last Published

September 22nd, 2024

Functions in timeDate (290.84)

sample

Resampling 'timeDate' Objects
subset

Subsetting a 'timeDate' Object
holidayNYSE

NYSE Holiday Calendar
RmetricsOptions

Rmetrics Option Settings
whichFormat

Format Recognation
as.timeDate

Any to 'timeDate' Coercion
listFinCenter

List of Financial Centers
rulesFinCenter

Financial Centers DST Rules
plot-methods

Plot Methods
isWeekday

Weekdays and Weekends
difftimeDate

Difference of two 'timeDate' Objects
julian

Julian Counts and Calendar Atoms
c

Concatenating 'timeDate' Objects
dayOfYear

Day of the Year
format-methods

Format Methods
currentYear

Current Year
blockStart

Equally sized 'timeDate' Blocks
skewness

Skewness
kurtosis

Kurtosis
holiday

Holiday Dates
rep

Replicating 'timeDate' Objects
firstDay

First and Last Days
nDay

n-th n-day Dates
timeCalendar

'timeDate' from Calendar Atoms
sort

Sorting 'timeDate' Objects
DaylightSavingTime

Daylight Saving Time Rules
timeDate-class

Class "timeDate"
start

Terminal Times and Range
align

Making a 'timeDate' object unique
listHolidays

List of Holidayss
rev

Reverting 'timeDate' Objects
round

Rounding and Truncating 'timeDate' Objects
diff

Lagged 'timeDate' Differences
is.na-methods

is.na Methods
summary-methods

Summary Method
fCalendar-package

Utilities and Tools Package
dayOfWeek

Day of the Week
finCenter

Financial Center of a timeDate object
show-methods

Show Methods
myFinCenter

myFinCenter Variable
window

Time Windows
timeSequence

Regularly spaced 'timeDate' objects
holidayTSX

TSX Holiday Calendar
Easter

Date of Easter
timeDateMathOps

timeDate Mathematical Operations
length

Length of a 'timeDate' Object
onOrAfter

OnOrAfter/Before Dates
Sys.timeDate

System Time as 'timeDate' Object
holidayZURICH

Zurich Holiday Calendar
unique

Making a 'timeDate' object unique
isBizday

Business and Holidays
timeDate

'timeDate' Objects from Scratch
holidayDate

Public and Ecclesiastical Holidays
midnightStandard

Midnight Standard
myUnits

Frequency of date/time Units