On Apr 18, 2012, at 2:05 PM, Marc Schwartz wrote:
On Apr 18, 2012, at 11:58 AM, Ben quant wrote:
Hello,
I have two date strings, say "1972-06-30" and "2012-01-31", and I'd
like to
get every quarter period end date between those dates? Does anyone
know how
to do this? Speed is important...
Here is a small sample:
Two dates:
"2007-01-31"
"2012-01-31"
And I'd like to get this:
[1] "2007-03-31" "2007-06-30" "2007-09-30" "2007-12-31" "2008-03-31"
"2008-06-30" "2008-09-30" "2008-12-31"
[9] "2009-03-31" "2009-06-30" "2009-09-30" "2009-12-31" "2010-03-31"
"2010-06-30" "2010-09-30" "2010-12-31"
[17] "2011-03-31" "2011-06-30" "2011-09-30" "2011-12-31"
Thanks!
ben
Same strategy as Marc used, but I'm thinking his might be returning a
factor classed variable and mine it returning a Date class result.
seq(as.Date("2007-06-30", "%Y-%m-%d")+1, to=as.Date("2012-01-31", "%Y-
%m-%d")+1,by="3 month" )-1
[1] "2007-06-30" "2007-09-30" "2007-12-31" "2008-03-31" "2008-06-30"
"2008-09-30" "2008-12-31" "2009-03-31"
[9] "2009-06-30" "2009-09-30" "2009-12-31" "2010-03-31" "2010-06-30"
"2010-09-30" "2010-12-31" "2011-03-31"
[17] "2011-06-30" "2011-09-30" "2011-12-31"
--
David.
First thing that comes to mind is to use cut.Date() with breaks =
"quarters" and subtract a day, since it will give you the first day
of each quarter by default. See ?cut.Date. It returns a grouped
sequence based upon the 'breaks' interval, much like ?cut for a
continuous variable, with the factor levels being the grouped
values. In this case, the first day of each quarter, which I coerce
back to Dates. I remove the first value from the result vector and
subtract a day.
Thus, encapsulating it in a function:
Qtrs <- function(Start, End)
{
Vec <- as.Date(levels(cut(seq.Date(Start, End, by = "month"),
breaks = "quarter")))
Vec[-1] - 1
}
Qtrs(as.Date("2007-01-31"), as.Date("2012-01-31"))
[1] "2007-03-31" "2007-06-30" "2007-09-30" "2007-12-31" "2008-03-31"
[6] "2008-06-30" "2008-09-30" "2008-12-31" "2009-03-31" "2009-06-30"
[11] "2009-09-30" "2009-12-31" "2010-03-31" "2010-06-30" "2010-09-30"
[16] "2010-12-31" "2011-03-31" "2011-06-30" "2011-09-30" "2011-12-31"
Not fully tested, but seems to work, at least with your example dates.
Regards,
Marc Schwartz
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David Winsemius, MD
West Hartford, CT
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