[R-SIG-Finance] nonstandard date time format?
Spencer Graves
spencer.graves at pdf.com
Sat Nov 10 19:23:53 CET 2007
Hi, All:
What functions exist for processing dates and times beyond, e.g.,
strptime? I can process the following examples using substr, paste,
strptime, etc., but I wonder if more elegant ways exist:
* " 90110134228 18800 105.3750 105.5000 105.3750"
records 4 numbers collected at 34228 seconds (9:30:28 AM) into 1
November 1990.
* " 40100 103.0900" is interpreted as a quantity of 103.9 on 4
January 2000.
* "1947 10 254.4" is 254.4 for October 1947.
* "1948 01 01 3.4" is 3.4 for 1 Jan. 1948
This is part of a soon-to-be released "FinTS" package companion to
Ruey Tsay (2005) Analysis of Financial Time Series (Wiley). Since this
is a teaching tool, I'd like to use the best approach available.
Otherwise, I'd just code something and move on to the next task.
Thanks,
Spencer Graves
p.s. Anyone interested in this can obtain the current pre-release
version via
install.packages("FinTS",repos="http://r-forge.r-project.org").
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