On 23/10/2010 4:59 a.m., David Reiner wrote:
Look at the documentation for timeDate and try ?timeNdayOnOrBefore after
loading the package.
-- David
If you are dealing with such problems I suggest you obtain
"A Discussion of Time Series Objects for R in Finance"
available from Rmetrics for free. timeDate is an Rmetrics package.
Go to https://www.rmetrics.org/ebooks to see what is available from
Rmetrics.
David Scott
-----Original Message-----
From: Li, Jing Yi [mailto:jingyi...@credit-suisse.com]
Sent: Friday, October 22, 2010 9:38 AM
To: David Reiner; David Winsemius
Cc: r-help@r-project.org
Subject: RE: [R] previous business day
yes. do you know the name of related functions in the timeDate package?
Thanks!
-----Original Message-----
From: David Reiner [mailto:david.rei...@xrtrading.com]
Sent: Friday, October 22, 2010 10:10 AM
To: Li, Jing Yi; David Winsemius
Cc: r-help@r-project.org
Subject: RE: [R] previous business day
you may be thinking of the timeDate package, which has some holiday
calendars.
HTH,
David L. Reiner, PhD
Head Quant
XR Trading LLC
-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org]
On Behalf Of Li, Jing Yi
Sent: Thursday, October 21, 2010 3:51 PM
To: David Winsemius
Cc: r-help@r-project.org
Subject: Re: [R] previous business day
Thanks a lot for all your reply! It really helps!
Somehow I remember there is some package which can provide financial
exchange calendars, like NYSE holidays, not sure where to find it.
-----Original Message-----
From: David Winsemius [mailto:dwinsem...@comcast.net]
Sent: Thursday, October 21, 2010 4:34 PM
To: Li, Jing Yi
Cc: Clint Bowman; Henrique Dallazuanna; r-help@r-project.org
Subject: Re: [R] previous business day
On Oct 21, 2010, at 4:20 PM, Li, Jing Yi wrote:
Yeah, thanks Henrique for the code. It works! But I also have the
questions for the holidays.
> require(tis)
> previousBusinessDay(Sys.Date()-1:3)
[1] 20101019 20101018 20101015
class: ti
It runs on US "business days". You might be able to hack the holidays
function if you were trying to transpose to another locale.
--
David.
Please follow the attached hyperlink to an important disclosure:
http://www.credit-suisse.com/legal/marketcommentary
-----Original Message-----
From: Clint Bowman [mailto:cl...@ecy.wa.gov]
Sent: Thursday, October 21, 2010 4:16 PM
To: Henrique Dallazuanna
Cc: Li, Jing Yi; r-help@r-project.org
Subject: Re: [R] previous business day
May also wish to "or" in a check for holidays.
--
Clint Bowman INTERNET: cl...@ecy.wa.gov
Air Quality Modeler INTERNET: cl...@math.utah.edu
Department of Ecology VOICE: (360) 407-6815
PO Box 47600 FAX: (360) 407-7534
Olympia, WA 98504-7600
On Thu, 21 Oct 2010, Henrique Dallazuanna wrote:
Try this:
f<- function(d)if(format(d - 1, '%w') %in% c(0, 6)) Recall(d - 1)
else d -
1
d<- Sys.Date()
f(d)
On Thu, Oct 21, 2010 at 5:38 PM, Li, Jing Yi
<jingyi...@credit-suisse.com>wrote:
How to get the previous business day in R? I saw some post about
using functions in timeSeries package before but can not find it
anymore.
Thanks!
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_________________________________________________________________
David Scott Department of Statistics
The University of Auckland, PB 92019
Auckland 1142, NEW ZEALAND
Phone: +64 9 923 5055, or +64 9 373 7599 ext 85055
Email: d.sc...@auckland.ac.nz, Fax: +64 9 373 7018
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