The 'timeDate' class fulfils the conventions of the ISO 8601 standard as well as of the ANSI C and POSIX standards. Beyond these standards it provides the "Financial Center" concept which allows to handle data records collected in different time zones and mix them up to have always the proper time stamps with respect to your personal financial center, or alternatively to the GMT reference time. It can thus also handle time stamps from historical data records from the same time zone, even if the financial centers changed day light saving times at different calendar dates.
Version: 4041.110 Depends: R (≥ 3.6.0), methods Imports: graphics, utils, stats Suggests: RUnit Published: 2024-09-22 DOI: 10.32614/CRAN.package.timeDate Author: Diethelm Wuertz [aut] (original code), Tobias Setz [aut], Yohan Chalabi [aut], Martin Maechler [ctb], Joe W. Byers [ctb], Georgi N. Boshnakov [cre, aut] Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> BugReports: https://r-forge.r-project.org/projects/rmetrics License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://geobosh.github.io/timeDateDoc/ (doc), https://r-forge.r-project.org/scm/viewvc.php/pkg/timeDate/?root=rmetrics (devel), https://www.rmetrics.org NeedsCompilation: no Materials: README NEWS ChangeLog In views: Finance, TimeSeries CRAN checks: timeDate results Documentation: Downloads: Reverse dependencies: Reverse depends: boodd, EpiCurve, fAssets, fBonds, fCopulae, fImport, fNonlinear, fPortfolio, fTrading, samplesize4surveys, timeSeries Reverse imports: BondValuation, BRVM, COVIDIBGE, CSHShydRology, dsa, fBasics, fExtremes, fGarch, forecast, fRegression, iClick, joinXL, mixAR, nlmeVPC, PNADcIBGE, PNDSIBGE, PNSIBGE, QRM, recipes, RMOPI, RPPASPACE, semiArtificial, spreval, ThomasJeffersonUniv, tidyquant, timetk, tssim Reverse suggests: bizdays, gmm, iForecast, JFE, rattle, SIPDIBGE, ssc, tsibble, xts, zoo Reverse enhances: lubridate Linking:Please use the canonical form https://CRAN.R-project.org/package=timeDate to link to this page.
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