safe_month_min: safe_month_min

In Nicktz/fmxdat: Wrapper package for the Financial Econometrics Course

safe_month_min

Description

Safely goes back N months for monthly data. This is an improved version of using filter(date >= last(date) library(tidyverse);library(lubridate) df <- data.frame(date = rmsfuns::dateconverter(StartDate = lubridate::ymd(20200831), EndDate = lubridate::ymd(20210228), Transform = 'calendarEOM')) df Note that this gives 7 months, not 6. Instead, use: df

Usage

safe_month_min(datesel, N = 6)

Arguments

Ra	N months back

Value

N months back

Examples

library(tidyverse);library(lubridate)
df <- data.frame(date = rmsfuns::dateconverter(StartDate = lubridate::ymd(20200131), EndDate = lubridate::ymd(20210228), Transform = 'calendarEOM'))
df %>% filter(date >= safe_month_min(last(date), N = 6))

Nicktz/fmxdat documentation built on Aug. 25, 2024, 10:18 a.m.