similar to: Rmetrics timeDate - business days between dates

Dear help-list, I have a problem with timeSequence {timeDate}. When I use it like > timeSequence(from = "2008-01-01", to = "2010-12-13", by = "1 month") GMT [1] [2008-01-01] [2008-02-01] [2008-03-01] [2008-04-01] [2008-05-01] [2008-06-01] [2008-07-01] [2008-08-01] [2008-09-01] [2008-10-01] [2008-11-01] [12] [2008-12-01] [2009-01-01] [2009-02-01] [2009-03-01]

John Putz wrote: > Thanks. > > */ > email: /**/johnputz3655@yahoo.com/* <mailto:johnputz3655@yahoo.com> > */home: 206-632-6522 > cell: 206-910-5229/* > > > ----- Original Message ---- > From: Joe W. Byers <ecjbosu@aol.com> > To: John Putz <johnputz3655@yahoo.com> > Cc: r-sig-finance@stat.math.ethz.ch > Sent: Friday, December 7, 2007

Hello, I am trying to switch to R from S-PLUS 6.1, and one problem I am having is using R for manipulation of calendar-based time-series. In S-PLUS, I commonly use the functions timeSequence(), timeDate(), and timeSeries() to align/average/aggregate data; and I also do a lot of plotting of time-series data (with calendar-based labels on the x-axis). I was wondering if anyone is familiar with

Hello! I am trying to identify which ones of a vector of dates are US holidays. And, ideally, which is which. And I do not know (a-priori) which dates those should be. I have, for example: x<-seq(as.Date("2011-01-01"),as.Date("2011-12-31"),by="day") (x) I think chron should help me here - but maybe I am not using it properly: library(chron) is.holiday(chron) #

I am using the following command from the Fcalendar Package : x = timeSequence("1992-12-31","1994-12-31") and then y = as.character(x) is a vector of character strings "[1] 1992-12-31" "1993-01-31" "1993-03-03" "1993-03-31" "1993-05-01" etc This is very close to what I need and thank you very much to whomever wrote

For a model I am working on, I have samples organized by year and week of the year. For this model, the data (year and week) comes from the basic sample data, but I require a value representing the amount of time since the sample was taken (actually, for the purpose of the model, it is sufficient to use the number of weeks from the middle of the sample week to the present). What I have found so

Dear R users, I have problem with the library fCalendar. I am not using the US standard format notations. It seems like it is not possible to have different format than the US standards. Anyone how knows a way to go around this problem? Here is the code I enter: myDate = "12.03.2005" timeDate(myDate, format = "%d.%m.%Y") And I get following error message: Error in if

*www.Rmetrics.org Rmetrics - new Built 190.10053 *The new built has now implemented my 'timeDate' and 'timeSeries' classes which became part of the fBasics package. Furthermore, MS Windows specifics were removed from the packages, so we can try to build Rmetrics on Linux and on Mac OSX. Please send me your experiences. There is now a small new package named winRmetrics which

I have a daily time series and have two questions to get some help with. Firs,t I have dates in simple numeric values. e.g. ymd [1] 20050104 20050105 20050106 20050107 20050110 20050111 20050113 20050114 [9] 20050118 20050120 20050121 20050124 20050125 20050126 20050127 20050128 [17] 20050201 20050202 20050203 20050204 Now, I'd like to compute statistics, e.g. acf, by business days. So, I

It is a pleasure for me to announce the new built for Rmetrics Version 191.0057. The source files and Windows binary packages can be downloaded from www.rmetrics.org . The new built has also been submitted to the CRAN server. Some new functions and example files have been added. Unfortunately the user guides and reference guides are not yet updated, they have still the status of Version

Hello all, I'm trying to use the apply function on a data frame, by applying a function that takes a one row data.frame as argument . Here's the example : myfun = function(x) paste(x$f1 , x$f2) df = data.frame(f1 = c(1,4,10),f2 = "hello") apply(df,1,myfun) ==> Does not work (I get "character(0)" ) Though : myfun(df[1,]) works, and myfun(df) works as well. So if

Dear list, We have encountered problems with the package mvbutils while creating (or reading from disk) timeSeries objects. Below is a very simple example of the problem. We are using R 2.12 in  a PC running Windows 7  64-bit Professional. ----------- library(timeSeries)   cv1 <- as.character(as.Date(1:10, origin = "1970-01-01")) ts1 = timeSeries(1:10, cv1, units = NULL)  

Hello, Sorry if anyone gets this message twice, as my mailserver may not be working. Thanks for your response. Your idea makes a lot of sense to me, but I've been unable to get seconds to work. I ended up with this format finally: "2007-10-31_16:20:22" Problem is I am unable to get it recognized as a date using timeDate(): R>

Hi All : I am attempting tomove a large amount of code from Splus to R and I was hoping that there was an equivalent in R of the Splus functions timeSeq and timeDate ? I did an RSiteSearch but nothing came up ? If the equivalent functions are part of some package, that's fine. Thanks a lot. Mark

Dear R Experts: I am trying to convert a date and time character field to timeDate where the month is presented as three letters, such as "JUN" for June, etc. This is an example of the full character field: "04-MAY-11 1428" What is the proper format syntax? I've tried timeDate("04-MAY-11 1428",format="%d-%m-%y %H%M") but only get GMT [1]

Dear Members of the R-Core Team, Rmetrics Developers, and Rmetrics Users ... The repository of the development version of the Rmetrics software environment has been moved to R-forge. The new R-Forge framework for R-project developers based on GForge offers us easy access to SVN, daily built and checked packages, mailing lists, bug tracking,

*June 13, 2004 Rmetrics - new Built 190.10055 Rmetrics is an environment and a collection of functions for teaching financial engineering and computational finance *The new built should now run out of the box under Windows, Linux, and Mac OSX. In addition new functionality has been added, and some fixes has been done. New functions and example files have been added. Please inspect the FAQ and

I have a piece of code as the one at the bottom, unfortunately since it involves time series from a db it's not easy to give to mailing list a working script. It becomes very slow after few hundred iterations over variable sp (must process several thousands). The Rprof() indicates that the problem is the use of gc(). Can someone indicate what I have to take care of not to call gc() so often?

what package should I include to use timeDate? I want to convert a double (num of millis) into date object.

Computational Finance and Financial Engineering 1st R/Rmetrics Summer School and 4th User/Developer Meeting Meielisalp, Lake Thune Switzerland, June 27 - July 1, 2010 Late Registration: https://www.rmetrics.org/meielisalp2010-registration Students: Apply for Student Scholarships www.rmetrics.org *** Rmetrics 2010 - Don't miss it ! ***