[R-sig-finance] Problems with monthly sequences
Diethelm Wuertz
wuertz at itp.phys.ethz.ch
Sun Feb 5 02:45:31 CET 2006
Many thanks to Gabor for this comment.
For calendar tasks I have written a report (44 pages) which may be
helpful for
many calendar manipulations using Rmetrics. Here is the link:
http://www.itp.phys.ethz.ch/econophysics/R/pdf/calendar.pdf
You can also access this "timeDate and timeSeries" white pages from the
Rmetrics home page: www.rmetrics.org
regards
Diethelm
Gabor Grothendieck wrote:
>Try this:
>
>library(fCalendar)
>dates <- timeSequence(from = "2005-12-1", to = "2006-12-1", format =
>"%Y-%m-%d", by="month", FinCenter = "Europe/Warsaw")
>dates <- timeLastDayInMonth(dates)
>
>
>On 2/4/06, Wojciech Slusarski <wojciech.slusarski at gmail.com> wrote:
>
>
>>Dear R users,
>>
>>Could anyone help me with creating a monthly series of dates?
>>When I try to do:
>>
>>dates = timeSequence(from = "2005-12-31", to = "2006-12-31", format =
>>"%Y-%m-%d", by="month", FinCenter = "Europe/Warsaw")
>>
>>I get:
>>
>>
>>
>>>dates
>>>
>>>
>>[1] "Europe/Warsaw"
>> [1] [2005-12-31] [2006-01-31] [2006-03-03] [2006-03-31] [2006-05-01]
>> [6] [2006-05-31] [2006-07-01] [2006-07-31] [2006-08-31] [2006-10-01]
>>[11] [2006-10-31] [2006-12-01] [2006-12-31]
>>
>>Unfourtunately, I would like to heave end of month at each point.
>>I thought, that maybe using this function would also help when trying to add
>>a month to a date. I would like to have
>>
>>"2006-01-31" + 1M = "2006-02-28"
>>
>>in MS EXCEL I would use EDATE("2006-01-31";1), and that would work. I
>>couldn't find any similar function in R for that. Am I missing some
>>function?
>>
>>Best regards,
>>Wojtek
>>
>> [[alternative HTML version deleted]]
>>
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>>
>>
>>
>
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