similar to: timeDate & business day

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

Hello, I must be doing something wrong that's very obvious. But I just don't see it. I changed my Windows Time Zone to GMT and my Financial Center to Montreal. But I still get several warnings. >Sys.timezone() [1] "GMT Daylight Time" >myFinCenter [1] "Montreal" >Sys.timeDate() [1] "Montreal" [1] [2005-04-19 10:55:02] Warning messages: 1: Set

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 use fCalendar for date arithmetic and the RMySQL package for accessing a MySQL database. The fCalendar math operations seem to work fine UNTIL I load the RMySQL package. Here is a demonstration: ean at fibonacci:~/Desktop/amCharts/rsa-metrics$ R R version 2.7.1 (2008-06-23) Copyright (C) 2008 The R Foundation for Statistical Computing ISBN 3-900051-07-0 R is free

Hi R users: When I try to merge or bind (cbind or rbind) two series, both with a "FinCenter" different that GMT, the result is "GMT" not the original financial center? What am I doing wrong? ###################################################### require(timeSeries) getRmetricsOptions("myFinCenter") setRmetricsOptions(myFinCenter = "America/Bogota")

# Here is the solution: require(fBasics) # Be sure that R is running in time zone GMT. # Set your Windows environment variable to "GMT" # Your PC Windows clock can still run in any other time zone! # My clock is now running in Zurich in Europe. Date = c("2003-10-09", "2003-10-10", "2003-10-13", "2003-10-14") Open = c(1.27, 1.25, 1.27,

I tried the code that Richard O'Keefe posted last week, to wit: library(chron) ymd.to.POSIXlt <- function (y, m, d) as.POSIXlt(chron(julian(y=y, x=m, d=d))) n <- 100000 y <- sample(1970:2004, n, replace=TRUE) m <- sample(1:12, n, replace=TRUE) d <- sample(1:28, n, replace=TRUE) system.time(ymd.to.POSIXlt(y, m, d)) [1] 8.78 0.10

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]

I know this: > library(date) > x="1979-04-04" > try=as.date(x, "ymd") > print(try) [1] 4Apr79 and that `x' here has to be a string, e.g.: > x=1979-04-04 > print(x) [1] 1971 I'm stuck in reading from a file. I say: > A <- read.table(file="try") > print(A) V1 V2 1 1979-04-04

Hi One of the most important calculation in applied finance is the number of days between dates. That kind of calculus become annoying when a specific calendar must be used. That is the case for the business days calculus. The package timeDate has a function isBizday to perform that kind of thing. The problem is that using this function to calculate the number of business days between dates has

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

is there a straigthforward way to get the holidays for Toronto ? like the function for NYSE e.g. the timeDate class says that setting a finCenter will give the right holidays, but how? thank you very much. stephen

Dear all, I have a problem with the function Julian, may be a bug in the function ? Here is a vector of character, which represents dates (May 18 to May 20 2000): > amj <- c("2000-05-18","2000-05-18","2000-05-18","2000-05-19","2000-05-19" > ,"2000-05-19", "2000-05-19", "2000-05-20", "2000-05-20",

I am having a problem with a gantt chart since moving to R2.4.0. from 2.3.1 I made some adaptations to the code from http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=74 and successful produced a simple gantt chart. However when I upgraded to 2.4.0 it no longer works as desired. See http://ca.geocities.com/jrkrideau/R/gantproblem.pdf for the two charts. The charts were produced

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

hi, Thanks for responding of gantt charts. but i have some problem regarding with gantt charts. i.e. Ymd.format <- "%Y/%m/%d" Ymd <- function(x){ as.POSIXct(strptime(x, format=Ymd.format))} gantt.info <- list( labels =c("First task","Second task","Third task","Fourth task","Fifth task"), starts

Hi All, I am reading data file ( > 1B rows) and do some date formatting like dat=fread(mydatafile) dat$date1 <- as.Date(ymd(dat$date1)) However, I am getting an error message saying that Error: cons memory exhausted (limit reached?) The script was working when the number rows were around 650M. Is there another way to handle a big data set in R? Thank you.