For those of you looking to find the last Fridays in a month (quarter,
etc.), I just wanted to issue a warning about using the timeLastNdayInMonth
function. For instance, run these lines:
#dates<-seq(as.Date("2010-01-01"),as.Date("2013-04-02"),by="day") test case
friDates<-dates[which(weekdays(dates)=="Friday")]
buggedLastMonthlyFridays<-unique(timeLastNdayInMonth(friDates,5)) #gives
one week after the last friday of the month
and one will notice that the dates are often at the beginning of the next
month. This is my fix:
buggedLastMonthlyFridays[which(as.numeric(substr(buggedLastMonthlyFridays,9,10))<20)]<-
as.Date(buggedLastMonthlyFridays[which(as.numeric(substr(buggedLastMonthlyFridays,9,10))<20)])-7
It's not exactly pretty, but I hope this helps someone out there.
-Ilya Kipnis
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