[R-SIG-Finance] Relative Date Question

[Jeff Ryan]

using xts:

> library(xts)

> timeBasedSeq('2000-02/2001-01',"Date")-1
 [1] "2000-01-31" "2000-02-29" "2000-03-31" "2000-04-30" "2000-05-31"
 [6] "2000-06-30" "2000-07-31" "2000-08-31" "2000-09-30" "2000-10-31"
[11] "2000-11-30" "2000-12-31"

timeBasedSeq uses the maximal resolution you specify to build the
sequence, so by including only the CCYY-MM you get months.

The trick is that months always start on the first, and are always
preceded by the last of the previous month.

?timeBasedSeq
?endpoints

also:

> Sys.setenv(TZ='GMT')   # watch for TZ issues...
> as.Date(lastof(2000,1:12))
 [1] "2000-01-31" "2000-02-28" "2000-03-31" "2000-04-30" "2000-05-31"
 [6] "2000-06-30" "2000-07-31" "2000-08-31" "2000-09-30" "2000-10-31"
[11] "2000-11-30" "2000-12-31"

> as.Date(lastof(rep(2000:2001,each=12),1:12))
 [1] "2000-01-31" "2000-02-28" "2000-03-31" "2000-04-30" "2000-05-31"
 [6] "2000-06-30" "2000-07-31" "2000-08-31" "2000-09-30" "2000-10-31"
[11] "2000-11-30" "2000-12-31" "2001-01-31" "2001-02-28" "2001-03-31"
[16] "2001-04-30" "2001-05-31" "2001-06-30" "2001-07-31" "2001-08-31"
[21] "2001-09-30" "2001-10-31" "2001-11-30" "2001-12-31"


HTH,
Jeff

On Thu, Aug 28, 2008 at 4:14 AM, Ruvashen Padayachee
<RPadayachee at investec.co.za> wrote:
> Hi there. I have a quick query. What is the best way in R to find out a
> date relative to another date?
>
> For example, how can I find the date one month after "2008/09/30" ?
>
> If there is a method, would it take into account different days in the
> month?
>
> Thank you for your help.
>
>
>
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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
www.insightalgo.com