Displaying 2 results from an estimated 2 matches for "timecalendar".
2011 Jul 04
1
[R-SIG-Finance] FinCenter in timeSeries with "merge", "cbind" and "rbind"
...e original financial center?
What am I doing wrong?
######################################################
require(timeSeries)
getRmetricsOptions("myFinCenter")
setRmetricsOptions(myFinCenter = "America/Bogota")
getRmetricsOptions("myFinCenter")
fechas <- format(timeCalendar(2010, sample(12, 6)))
datos <- matrix(round(rnorm(6), 3))
t1 <- sort(timeSeries(datos, fechas, units = "A"))
t1
fechas <- format(timeCalendar(2010, sample(12, 6)))
datos <- matrix(round(rnorm(6), 3))
t2 <- sort(timeSeries(datos, fechas, units = "B"))
t2
merge(t...
2007 Dec 11
0
holidayNYSE missing some
...)))
> }
> holidays = sort(holidays)
> ans = timeDate(holidays)
> ans = ans + as.integer(as.POSIXlt(ans@Data)$wday == 0) *
> 24 * 3600
> posix = as.POSIXlt(ans@Data)
> y = posix$year + 1900
> m = posix$mon + 1
> lastday = as.POSIXlt((timeCalendar(y = y + (m + 1)%/%13,
> m = m + 1 - (m + 1)%/%13 * 12, d = 1) - 24 * 3600)@Data)$mday
> ExceptOnLastFriday = timeDate(as.character(.last.of.nday(year = y,
> month = m, lastday = lastday, nday = 5)))
> ans = ans - as.integer(ans >= timeDate("1959-07-03&quo...