Model Matrices with Dates

Description Usage Arguments Value designmatrix functions Examples

The designmatrix package creates deisgn/model matrices for dates. The workhorse designMatrix function supports many differetn terms (e.g. weekday, month, leap years, holidays, etc). Some of these are in development and as yet not implemented.

designMatrix(x = NULL, weekdays = NULL, months = NULL, holidays = NULL,
  years = NULL, interactions = NULL, dayOfMonth = NULL,
  daysInMonth = NULL, leapYear = FALSE, quarters = NULL, weeks = NULL,
  weekend = FALSE, weekday = FALSE, removeUnusedLevels = FALSE,
  returnType = "numeric")

`x`	A vector of dates.
`weekdays`	A character vector of the weekdays to include.
`months`	A numeric vector of the months to include.
`holidays`	TODO (A character vector of the holidays to include.)
`years`	A numeric vector of the years to include.
`interactions`	TODO (A character vector of the weekdays to include.)
`dayOfMonth`	TODO A numeric vector of the day of the month to include.
`daysInMonth`	TODO A numeric vector of the days in the month to include.
`leapYear`	TODO A logical that includes to include a leap year indicator.
`quarters`	TODO A character vector of the quarters to include.
`weeks`	TODOA numeric vector to include the week number of the year.
`weekend`	A logical that indicates if a weekend (Saturday or Sunday) indicator should be included
`weekday`	A logical that indicates if a weekday (Monday through Friday) indicator should be included
`removeUnusedLevels`	A TODO logical that indicates if colinear terms of the return matrix should be removed by dropping columns with zero variance.
`returnType`	TODO A character vector indicating the data type for the return matrix. Acceptable values are "integer", "factor", "numeric", and "logical".

The design matrix for the input dates.

designMatrix

alldates <- seq(from = as.Date("2000-01-01"), to = as.Date("2005-10-01"), by = "days")

designMatrix(x = alldates, weekdays = "all", months = "January")
designMatrix(x = alldates, weekdays = c("Wednesday", "Friday"), quarters = "all")
designMatrix(x = alldates, months = "all", years = c(2002, 2004))