R help - May 2007 - number of days

Hi, some of you knows how to calculate in R the number of days between given
dates? 
issue relevant in option pricing
thanks, robert
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Hi

it will partly depend on which format of dates you use but usually it is 
as easy as
> dates <- c("02/27/92", "02/27/92",
"01/14/92", "02/28/92", "02/01/92")
> ddd<-as.Date(dates, "%m/%d/%y")
> diff(ddd)
Time differences in days
[1]   0 -44  45 -27
> Sys.Date()-ddd
Time differences in days
[1] 5555 5555 5599 5554 5581
>
Regards

Petr
petr.pikal at precheza.cz

r-help-bounces at stat.math.ethz.ch napsal dne 14.05.2007 11:16:10:
> 
> Hi, some of you knows how to calculate in R the number of days between 
given
> dates? 
> issue relevant in option pricing
> thanks, robert
> -- 
> View this message in context: 
http://www.nabble.com/number-of-days-tf3751163.
> html#a10600371
> Sent from the R help mailing list archive at Nabble.com.
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

The standard answer is to use
> as.POSIXlt("2007-05-14") - as.POSIXlt("1950-01-01")
Time difference of 20952 days

If you want to ensure the time difference is in daily units, then
 
> difftime(as.POSIXlt("2007-05-14"), 
	      as.POSIXlt("1950-01-01"), units = "days")
Time difference of 20952 days

If you want to use the answer in numerical computations, then one more
coercion is usually needed
> as.numeric(difftime(as.POSIXlt("2007-05-14"), 
				   as.POSIXlt("1950-01-01"), units "days"))
[1] 20952 


Bill Venables
CSIRO Laboratories
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http://www.cmis.csiro.au/bill.venables/ 

-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of threshold
Sent: Monday, 14 May 2007 7:16 PM
To: r-help at stat.math.ethz.ch
Subject: [R] number of days


Hi, some of you knows how to calculate in R the number of days between
given
dates? 
issue relevant in option pricing
thanks, robert
-- 
View this message in context:
http://www.nabble.com/number-of-days-tf3751163.html#a10600371
Sent from the R help mailing list archive at Nabble.com.

______________________________________________
R-help at stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.