Re: [R] number of trading days

From: Dirk Eddelbuettel <edd_at_debian.org>
Date: Wed, 21 May 2008 11:55:38 +0000

On Wed, May 21, 2008 at 04:44:32AM -0700, threshold wrote:
>
> Hi, I work on the date format: yyyymmdd. I would like to calculate the number
> of (working or trading) days between two of such specified dates in specific
> year at US stock exchange OR at least with respect to 252-days year.
>
> What I did so far was the conversion (example):
> x<-20060213; y<-20060402 # refering to January 13 and April 2, 2006
> x1 <- as.Date(as.character(x), "%Y%m%d")
> y1 <- as.Date(as.character(y), "%Y%m%d")
> # nuber of calendar days
> nr_cal<-diff(rbind(x1,y1))

Have a look at the fCalendar package on CRAN.

Dirk

-- 
Three out of two people have difficulties with fractions.

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