[R-SIG-Finance] Re[R-sig-finance] lative Date Question

[Jeff Ryan]

Sandy,

Somewhere in the quest to vectorize I must have left off some of the
leap year logic.

Thanks for catching this.

I will add to the next xts, and once I pass R CMD check will get up to CRAN.

For now:

lastof <-
function (year = 1970, month = 12, day = 31, hour = 23, min = 59, sec
= 59, tz = "")
{
    mon.lengths <- c(31, 28, 31, 30, 31, 30, 31, 31, 30, 31,
        30, 31)
    if (missing(day)) {
        day <- ifelse(month %in% 2, ifelse(((year%%4 %in% 0 &
            !year%%100 %in% 0) | (year%%400 %in% 0)), 29, 28),
            mon.lengths[month])
    }
    if (length(c(year, month, day, hour, min, sec)) == 7 && c(year,
        month, day, hour, min, sec) == c(1969, 12, 31, 23, 59,
        59) && Sys.getenv("TZ") %in% c("", "GMT", "UTC"))
        sec <- 58.9
    ISOdatetime(year, month, day, hour, min, sec, tz)
}

> lastof(2000,1:12)
 [1] "2000-01-31 23:59:59 GMT" "2000-02-29 23:59:59 GMT"
 [3] "2000-03-31 23:59:59 GMT" "2000-04-30 23:59:59 GMT"
 [5] "2000-05-31 23:59:59 GMT" "2000-06-30 23:59:59 GMT"
 [7] "2000-07-31 23:59:59 GMT" "2000-08-31 23:59:59 GMT"
 [9] "2000-09-30 23:59:59 GMT" "2000-10-31 23:59:59 GMT"
[11] "2000-11-30 23:59:59 GMT" "2000-12-31 23:59:59 GMT"
> lastof(2004,1:12)
 [1] "2004-01-31 23:59:59 GMT" "2004-02-29 23:59:59 GMT"
 [3] "2004-03-31 23:59:59 GMT" "2004-04-30 23:59:59 GMT"
 [5] "2004-05-31 23:59:59 GMT" "2004-06-30 23:59:59 GMT"
 [7] "2004-07-31 23:59:59 GMT" "2004-08-31 23:59:59 GMT"
 [9] "2004-09-30 23:59:59 GMT" "2004-10-31 23:59:59 GMT"
[11] "2004-11-30 23:59:59 GMT" "2004-12-31 23:59:59 GMT"
> lastof(2003,1:12)
 [1] "2003-01-31 23:59:59 GMT" "2003-02-28 23:59:59 GMT"
 [3] "2003-03-31 23:59:59 GMT" "2003-04-30 23:59:59 GMT"
 [5] "2003-05-31 23:59:59 GMT" "2003-06-30 23:59:59 GMT"
 [7] "2003-07-31 23:59:59 GMT" "2003-08-31 23:59:59 GMT"
 [9] "2003-09-30 23:59:59 GMT" "2003-10-31 23:59:59 GMT"
[11] "2003-11-30 23:59:59 GMT" "2003-12-31 23:59:59 GMT"
> lastof(1900,1:12)
 [1] "1900-01-31 23:59:59 GMT" "1900-02-28 23:59:59 GMT"
 [3] "1900-03-31 23:59:59 GMT" "1900-04-30 23:59:59 GMT"
 [5] "1900-05-31 23:59:59 GMT" "1900-06-30 23:59:59 GMT"
 [7] "1900-07-31 23:59:59 GMT" "1900-08-31 23:59:59 GMT"
 [9] "1900-09-30 23:59:59 GMT" "1900-10-31 23:59:59 GMT"
[11] "1900-11-30 23:59:59 GMT" "1900-12-31 23:59:59 GMT"


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-- 
Jeffrey Ryan
jeffrey.ryan at insightalgo.com

ia: insight algorithmics
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