TimeDateSubsets {fCalendar}R Documentation

timeDate Class, Subsetting

Description

A collection and description of functions and methods for subsetting 'timeDate' objects.

Functions for testing 'timeDate' objects:

isWeekday Tests if a date is a weekday or not,
isWeekend Tests if a date falls on a weekend or not,
isBizday Tests if a date is a business day or not,
isHoliday Tests if a date is a non-business day or not.

Functions for getting additional information on 'timeDate' objects:

getDayOfWeek Returns the day of the week to a 'timeDate' object,
getDayOfYear Returns the day of the year to a 'timeDate' object.

Functions to extract subsets from 'timeDate' objects:

[.timeDate Extracts or replaces subsets from 'timeDate' objects,
cut.timeDate Extracts a piece from a 'timeDate' object,
start.timeDate Extracts the first entry of a 'timeDate' object,
end.timeDate Extracts the last entry of a 'timeDate' object,
length.timeDate Gets the length of a 'timeDate' object,
blockStart Creates start dates for equally sized blocks,
blockEnd Creates end dates for equally sized blocks.

Usage

isWeekday(x)
isWeekend(x)
isBizday(x, holidays = holidayNYSE())
isHoliday(x, holidays = holidayNYSE())

getDayOfWeek(x)
getDayOfYear(x)

## S3 method for class 'timeDate':
x[..., drop = TRUE]
## S3 method for class 'timeDate':
cut(x, from , to, ...)
## S3 method for class 'timeDate':
start(x, ...)
## S3 method for class 'timeDate':
end(x, ...)
## S3 method for class 'timeDate':
length(x)

blockStart(x, block = 20)
blockEnd(x, block = 20)

Arguments

block an integer value specifying the length in number of records for numerically sized blocks of dates.
drop ["["] -
a logical flag, by default TRUE.
from, to starting date, required, and end date, ptional. If supplied to must be after from.
holidays [isBizday] -
holiday dates from a holiday calendar. An object of class timeDate.
method [modify] -
a character string defining the modification method, one of "sort", "round", or "trunc".
x [isWeekday][isWeekend][isBizday][weekDay] -
an object of class timeDate.
[format][print] -
an object of class timeDate.
... arguments passed to other methods.

Value

isWeekday
isWeekend
isBizday
isHoliday
the functions return logical vectors indicating if a date is a weekday, a weekend day, a business day, or a holiday. Note for business and holidays extraction an holiday/business calendar has to be specified.

getDayOfWeek
getDayOfYear the function getDayOfWeek returns a three letter character string with the names of the day of the week, and the function getDayOfWeek returns the day count as integer value starting January, 1st.

[.timeDate
cut.timeDate
start.timeDate
end.timeDate
blockStart
blockEnd
these are functions for subsetting "timeDate" objects. The function [.timeDate extracts or replaces subsets, the function cut extracts a piece, the functions start and end extract the first and last element, the functions blockStart and blockEnd create vectors of start and end values for equally sized blocks. All functions return an object of class "timeDate".

Author(s)

Diethelm Wuertz for the Rmetrics R-port.

See Also

timeDateCoercion, timeDateCoercion, timeDateMathOps, timeDateSpecDates

We also recommend to inspect the help pages for the POSIX time and date class, ?Dates, and the help pages from the contributed R packages chron and date.

Examples

## SOURCE("fCalendar.3B-TimeDateSubsets")

## Easter -
   currentYear
   
## Easter -
   Easter(currentYear)
   tS = timeSequence(from = Easter(currentYear)-7*24*3600, length.out = 8) 
   tS
 
## Weekdays and Weekend Days: 
   isWeekday(tS)
   isWeekend(tS)
   getDayOfWeek(tS)
   
## Business Days and Holidays:
   holidayNYSE()
   isBizday(tS, holidayNYSE())
   isHoliday(tS, holidayNYSE())

## [ - Subsetting:
   tS[c(1, 6:8)]   
   tS[isBizday(tS)]
   tS[isHoliday(tS)]
   
## cut - 
   GoodFriday(currentYear)
   EasterMonday(currentYear)
   cut(tS, from = GoodFriday(currentYear), to = EasterMonday(currentYear))
   
## start | end -
   start(tS)
   end(tS)
[Package fCalendar version 240.10068 Index]