find_weekends: Find Weekends
In antshi/auxPort: Auxiliary functions for portfolio optimization

Finds the weekends in a date vector and returns a respective index.

1	find_weekends(dates)

dates

a date vector.

an index vector for the position of weekends.

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data(sp500)
dates <- as.Date(sp500[,1], format="%d.%m.%Y", stringsAsFactors=FALSE)
index_weekends <- find_weekends(dates)

antshi/auxPort documentation built on Oct. 27, 2020, 1:16 p.m.

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