[R] How to obtain a sequence of dates consisting of only weekdays

Weiyang Lim Weiyang.Lim at henderson.com
Fri Sep 12 05:46:11 CEST 2008


This was precisely what I was looking for. I did not realize that chron package allows for this.

Thank you very much, Gabor.

Many thanks also to Yihui for his kind assistance.

Best Regards,
Weiyang

-----Original Message-----
From: Gabor Grothendieck [mailto:ggrothendieck at gmail.com]
Sent: 11 September 2008 20:09
To: Weiyang Lim
Cc: r-help at r-project.org
Subject: Re: [R] How to obtain a sequence of dates consisting of only weekdays

See ?is.holiday in chron, e.g.

library(chron)
s <- seq(from = chron("12/17/2007"), to = chron("8/25/2008"))
s.weekday <- s[!is.holiday(s)]

As discussed there one can also optionally define a .Holidays vector
containing dates which will also be excluded.

It also works with any class for which there is an as.chron
method.   R News 4/1 discusses various date classes.

On Thu, Sep 11, 2008 at 4:31 AM, Weiyang Lim <Weiyang.Lim at henderson.com> wrote:
> Dear R-users,
>
> How do I obtain a sequence of dates consisting of only weekdays without the weekends in R?
>
> In S, I can do the following:
>
> timeSeq(from="12/17/2007", to="8/25/2008", by="weekdays")
>
> I tried using looking at timeSequence (fSeries package) and seq.Date (base package) but I do not know if I can specify "weekdays" rather than "day".
>
> Hope to have some assistance.
>
> Thank you!
>
> Regards,
> wy
>
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