[R-sig-finance] Date calculations
Achim.Zeileis at wu-wien.ac.at
Wed Mar 22 13:18:45 CET 2006
On Wed, 22 Mar 2006 00:38:20 -0600 P. Hénaff wrote:
> I'm a rank beginner in R and R-metrics, but experienced in matlab and
> other languages. I'm strugling with date arithmetics in R. I'm doing
> statistical analysis on financial time series, using its, which uses
> POSIXct objects to measure time. What is the best way to perform
> simple date arithmetic with these objects? I do not care about h/m/s,
> nor do I care about daylight saving time.
In that case I would recommend to go with the "Date" class available in
base R, e.g.
as.Date("2005-04-03") + 0:10
which should be rather self-explanatory.
The package zoo provides time series infrastructure where the time
information can be stored in "Date" (or virtually any other class).
z <- zoo(rnorm(11), as.Date("2005-04-03") + 0:10)
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