Rmetrics - Chronological and Calendar Objects

The 'timeDate' class fulfils the conventions of the ISO 8601 standard as well as of the ANSI C and POSIX standards. Beyond these standards it provides the "Financial Center" concept which allows to handle data records collected in different time zones and mix them up to have always the proper time stamps with respect to your personal financial center, or alternatively to the GMT reference time. It can thus also handle time stamps from historical data records from the same time zone, even if the financial centers changed day light saving times at different calendar dates.


Reference manual

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3043.102 by Tobias Setz, 4 years ago


Browse source code at https://github.com/cran/timeDate

Authors: Diethelm Wuertz [aut] , Tobias Setz [cre] , Yohan Chalabi [ctb] , Martin Maechler [ctb] , Joe W. Byers [ctb]

Documentation:   PDF Manual  

Task views: Empirical Finance, Time Series Analysis

GPL (>= 2) license

Depends on graphics, utils, stats, methods

Suggests date, RUnit

Imported by BondValuation, COVIDIBGE, PNADcIBGE, PNSIBGE, POFIBGE, QRM, dsa, forecast, iClick, joinXL, mixAR, recipes, semiArtificial, spreval, tidyquant, timetk, tssim, valuer.

Depended on by EpiCurve, TimeProjection, fAsianOptions, fAssets, fBasics, fBonds, fCopulae, fExoticOptions, fExtremes, fGarch, fImport, fMultivar, fNonlinear, fOptions, fPortfolio, fRegression, fTrading, fUnitRoots, samplesize4surveys, timeSeries.

Suggested by JFE, RPPASPACE, SIPDIBGE, atsd, bizdays, gmm, iForecast, rattle, ssc, tsibble, xts, zoo.

Enhanced by lubridate.

See at CRAN