Rmetrics - timeDate Package

The management of time and holidays can prove crucial in applications that rely on historical data. A typical example is the aggregation of a data set recorded in different time zones and under dif ferent daylight saving time rules. Besides the time zone conversion function, which is well supported by default classes in R, one might need functions to handle special days or holidays. In this respect, the package timeDate enhances default date-time classes in R and brings new functionalities to time zone management and the creation of holiday calendars.

Yohan Chalabi , Martin Mächler , Diethelm Würtz
2011-6-01

CRAN packages used

timeDate, timeDate, timeDate, timeDate, timeDate, timeDate, timeDate, timeDate, timeDate

CRAN Task Views implied by cited packages

Finance, TimeSeries

Reuse

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Citation

For attribution, please cite this work as

Chalabi, et al., "Rmetrics - timeDate Package", The R Journal, 2011

BibTeX citation

@article{RJ-2011-001,
  author = {Chalabi, Yohan and Mächler, Martin and Würtz, Diethelm},
  title = {Rmetrics - timeDate Package},
  journal = {The R Journal},
  year = {2011},
  note = {https://doi.org/10.32614/RJ-2011-001},
  doi = {10.32614/RJ-2011-001},
  volume = {3},
  issue = {1},
  issn = {2073-4859},
  pages = {19-24}
}