[R-sig-finance] Rmetrics - timeDate Class

[Dirk Eddelbuettel]

Time / Date transformations that work for markets are hugely important. For
what I was doing, I got away with what Brian Ripley's new and improve POSIXt
classes offered (since 1.5.* or whenever the first cut appeared) and have
thus defended them publically. To me, they are much better than anything
else that was out there (i.e. date, chron, ...)

However, those classes where not developed with added the complexities of
exchanges in mind.  Gregor posted several rather convincing counter examples
to the R lists, and folks here may have other examples.  This is something
we could discuss quite well here.  Any interest ?

Diethelm: Do you have a pointer into the Rmetrics docs for your current
state of the 'date / time' world?  Could you summarize strength and (if any
:-) weaknesses?

Dirk

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