Using as.yearmon and as.Date.yearmon with frac=1 (both from
the zoo package), the last calendar day of the month is:
library(zoo)
d <- c("200701", "200702")
lastday <- as.Date(as.yearmon(d, "%Y%m"), frac = 1)
and the zoo quickref
vignette("zoo-quickref")
has a nextfri function that you can modify to be lastfri. See
the help desk article in R News 4/1 for more on dates and times.
Now make a vector of holidays, h, and for each last friday
decrement it by 1 until its no longer in h.
On 9/27/07, Thomas Pujol <[EMAIL PROTECTED]> wrote:
> I have a vector that contains month and year in the format YYYYMM
> (e.g."200701", "200702")
>
> I wish to do to things:
> 1. I need to convert to a date that is the last calendar day of each
> month.
>
> 2. I need to convert this to a date that is the last U.S. stock-exchange
> trading day of each month.
> Any advice is appreciated,
> mymonths <- c(200701, 200702)
>
> ---------------------------------
>
> [[alternative HTML version deleted]]
>
>
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