On Wed, 12 Jun 2013, Ilya Kipnis <[email protected]> writes: > 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 >
I suppose the 'timeLastNdayInMonth' function is from a package? Then you should also contact directly the package's maintainer. -- Enrico Schumann Lucerne, Switzerland http://enricoschumann.net _______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
