Nothing
# This R package is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This R package is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this R package; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
# Copyrights (C)
# for this R-port:
# 1999 - Diethelm Wuertz, GPL
# 2007 - Rmetrics Foundation, GPL
# Diethelm Wuertz <wuertz@phys.ethz.ch>
# www.rmetrics.org
# for the code accessed (or partly included) from other R-ports:
# see R's copyright and license files
# for the code accessed (or partly included) from contributed R-ports
# and other sources
# see Rmetrics's copyright file
################################################################################
# METHODS: DESCRIPTION:
# isWeekday Tests if 'timeDate' falls on a weekday or not
# isWeekend Tests if 'timeDate' falls on a weekend or not
# isBizday Tests if 'timeDate' falls on a business day or not
# isHoliday Tests if 'timeDate' falls on a non-business day or not
################################################################################
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
isWeekday <-
function(x, wday = 1:5)
{
# A function implemented by Diethelm Wuertz
# and improved by Yohan Chalabi
# Description:
# Test if a date is a weekday day or not
# Arguments:
# x - an object of class "timeDate"
# Value:
# returns a logical or a vector of logicals
# Example:
# isWeekday(timeDate("2004-07-01"))
# isWeekday(Sys.timeDate())
# FUNCTION:
# Test for Weekdays:
days <- as.POSIXlt(x, tz = "GMT")$wday
ans <- days %in% wday
names(ans) <- format(x)
# Return Value:
ans
}
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
isWeekend <-
function(x, wday = 1:5)
{
# A function implemented by Diethelm Wuertz
# Description:
# Tests if a date is a weekend day or not
# Arguments:
# x - an object of class "timeDate"
# Value:
# Returns a logical or a vector of logicals
# Example:
# isWeekend(timeDate("2004-07-01"))
# isWeekend(Sys.timeDate())
# Changes:
#
# FUNCTION:
# Return Value:
!isWeekday(x, wday = wday)
}
################################################################################
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
isBizday <-
function(x, holidays = holidayNYSE(), wday = 1:5)
{
# A function implemented by Diethelm Wuertz
# Description:
# Test if a date is a business day or not
# Arguments:
# x - an object of class "timeDate"
# holidays - a holiday calendar
# Value:
# Returns a logical or a vector of logicals
# Example:
# x = timeSequence(from = "2005-05-15", to = "2005-07-15")
# h = holiday.NYSE(2005)
# cbind(as.character(x), is.bizday(x, h))
# FUNCTION:
# Test:
char.x = substr(as.character(x), 1, 10)
char.h = substr(as.character(holidays), 1, 10)
Weekday = as.integer(isWeekday(x, wday = wday))
nonHoliday = as.integer(!(char.x %in% char.h))
# Business Days:
bizdays = as.logical(Weekday*nonHoliday)
names(bizdays) = x@Data
# Return Value:
bizdays
}
# ---------------------------------------------------------------------------- #
# Roxygen Tags
#' @export
# ---------------------------------------------------------------------------- #
isHoliday <-
function(x, holidays = holidayNYSE(), wday = 1:5)
{
# A function implemented by Diethelm Wuertz
# Description:
# Test if a date is a holiday or not
# Arguments:
# x - an object of class "timeDate"
# holidays - a holiday calendar
# Value:
# Returns a logical or a vector of logicals
# FUNCTION:
# Return Value:
!isBizday(x, holidays, wday = wday)
}
################################################################################
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.