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trouble with timeSequence

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Mercurio Danilo 1850 SPI

trouble with timeSequence

Hi!

I was trying to use the function "timeSequence" in order to generate a sequence of dates at 6 months frequency but I could not.

In order to obtain 3 month frequency I wrote this:

----------------
timeSequence(from = "1999-12-31", to = "2000-12-31", by = "quarter")
------------

which delivers the exact output:

----------
GMT
[1] [1999-12-31] [2000-03-31] [2000-07-01] [2000-10-01] [2000-12-31]
------------

If I try to obtain the 6 month frequency, I write the following (after having read the help file):

---------------------------------
timeSequence(from = "1999-12-31", to = "2000-12-31", by = "6 months")
-----------------------------

which returns:
----------------------
error in match.arg(by) :
'arg' should be one of "day", "year", "quarter", "month", "week", "hour", "min", "sec"
---------------------

so I took a look to the code behind the function 'timeSequence' (see below).
The function "match.arg(by)" checks that "by" equals one of:
"day", "year", "quarter", "month", "week", "hour", "min", "sec"

however the computation (as far as I understood) is made by another function (?): "seq.timeDate" which apparently accepts
the value " by = "3 months" ".

What puzzles me is that whe I try to call the function "seq.timeDate" R answers me that it cannot find it.

Of course I could be able to construct a time sequence with 6 month frequency with some workaround, however I would like
to understand the problem a little more.

Thank you for any help!

Kind regards

Danilo

-------------------------------------------------------------------------------------------------------------------
> timeSequence
function (from, to = Sys.timeDate(), by = c("day", "year", "quarter",
"month", "week", "hour", "min", "sec"), length.out = NULL,
format = NULL, zone = "", FinCenter = "")
{
if (zone == "")
zone <- getRmetricsOptions("myFinCenter")
if (FinCenter == "")
FinCenter <- getRmetricsOptions("myFinCenter")
if (missing(from))
from = timeDate(to, format = format, zone = zone, FinCenter = FinCenter) -
24 * 29 * 3600
if (!is.null(length.out))
to = from
by = match.arg(by)
if (by == "quarter")
by = "3 months"
format.from = format.to = format
if (is.null(format)) {
format.from = whichFormat(as.character(from))
format.to = whichFormat(as.character(to))
from <- timeDate(from, format = format.from, zone = zone,
FinCenter = FinCenter)
to <- timeDate(to, format = format.to, zone = zone, FinCenter = FinCenter)
}
else {
from <- timeDate(from, format = format, zone = zone,
FinCenter = FinCenter)
to <- timeDate(to, format = format, zone = zone, FinCenter = FinCenter)
}
tseq <- if (length(length.out))
seq.timeDate(from = from, by = by, length.out = length.out)
else seq.timeDate(from = from, to = to, by = by)
tseq
}

Dr. Danilo Mercurio
Quantitative Analyst
Erste Sparinvest
Global Strategies and Research
Habsburgergasse 2
A-1010 Wien
Tel.: +43 (0) 50100 - 19957
Fax.: +43 (0) 50100 9 - 19957
Mob.: +43 (0) 50100 6 - 19957

_______________________________________________
[hidden email] 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.

Yohan Chalabi

Re: trouble with timeSequence

On Sep 21, 2010, at 5:55 PM, Mercurio Danilo 1850 SPI wrote:

> Hi!
>
> I was trying to use the function "timeSequence" in order to generate a sequence of dates at 6 months frequency but I could not.
>
> In order to obtain 3 month frequency I wrote this:
>
> ----------------
> timeSequence(from = "1999-12-31", to = "2000-12-31", by = "quarter")
> ------------
>
> which delivers the exact output:
>
> ----------
> GMT
> [1] [1999-12-31] [2000-03-31] [2000-07-01] [2000-10-01] [2000-12-31]
> ------------
>
> If I try to obtain the 6 month frequency, I write the following (after having read the help file):
>
> ---------------------------------
> timeSequence(from = "1999-12-31", to = "2000-12-31", by = "6 months")
> -----------------------------
>
> which returns:
> ----------------------
> error in match.arg(by) :
> 'arg' should be one of "day", "year", "quarter", "month", "week", "hour", "min", "sec"
> ---------------------
>
> so I took a look to the code behind the function 'timeSequence' (see below).
> The function "match.arg(by)" checks that "by" equals one of:
> "day", "year", "quarter", "month", "week", "hour", "min", "sec"
>
> however the computation (as far as I understood) is made by another function (?): "seq.timeDate" which apparently accepts
> the value " by = "3 months" ".

Hi,

try fhe following

td1 <- timeDate("1999-12-31")
td2 <- timeDate("2000-12-31")
seq(td1, td2, by = "6 months")

HTH
Yohan

>
> What puzzles me is that whe I try to call the function "seq.timeDate" R answers me that it cannot find it.
>
> Of course I could be able to construct a time sequence with 6 month frequency with some workaround, however I would like
> to understand the problem a little more.
>
> Thank you for any help!
>
> Kind regards
>
> Danilo
>
> -------------------------------------------------------------------------------------------------------------------
>> timeSequence
> function (from, to = Sys.timeDate(), by = c("day", "year", "quarter",
> "month", "week", "hour", "min", "sec"), length.out = NULL,
> format = NULL, zone = "", FinCenter = "")
> {
> if (zone == "")
> zone <- getRmetricsOptions("myFinCenter")
> if (FinCenter == "")
> FinCenter <- getRmetricsOptions("myFinCenter")
> if (missing(from))
> from = timeDate(to, format = format, zone = zone, FinCenter = FinCenter) -
> 24 * 29 * 3600
> if (!is.null(length.out))
> to = from
> by = match.arg(by)
> if (by == "quarter")
> by = "3 months"
> format.from = format.to = format
> if (is.null(format)) {
> format.from = whichFormat(as.character(from))
> format.to = whichFormat(as.character(to))
> from <- timeDate(from, format = format.from, zone = zone,
> FinCenter = FinCenter)
> to <- timeDate(to, format = format.to, zone = zone, FinCenter = FinCenter)
> }
> else {
> from <- timeDate(from, format = format, zone = zone,
> FinCenter = FinCenter)
> to <- timeDate(to, format = format, zone = zone, FinCenter = FinCenter)
> }
> tseq <- if (length(length.out))
> seq.timeDate(from = from, by = by, length.out = length.out)
> else seq.timeDate(from = from, to = to, by = by)
> tseq
> }
>
> Dr. Danilo Mercurio
> Quantitative Analyst
> Erste Sparinvest
> Global Strategies and Research
> Habsburgergasse 2
> A-1010 Wien
> Tel.: +43 (0) 50100 - 19957
> Fax.: +43 (0) 50100 9 - 19957
> Mob.: +43 (0) 50100 6 - 19957
>
> _______________________________________________
> [hidden email] 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.
>

--
PhD candidate
Swiss Federal Institute of Technology
Zurich

www.ethz.ch

_______________________________________________
[hidden email] 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.

Mercurio Danilo 1850 SPI

Re: trouble with timeSequence

Hi !

thank you! this was very helpful!

-----Ursprüngliche Nachricht-----
Von: Yohan Chalabi [mailto:[hidden email]]
Gesendet: Dienstag, 21. September 2010 18:30
An: Mercurio Danilo 1850 SPI
Cc: [hidden email]
Betreff: Re: [R-SIG-Finance] trouble with timeSequence [bayes]

On Sep 21, 2010, at 5:55 PM, Mercurio Danilo 1850 SPI wrote:

Hi,

try fhe following

td1 <- timeDate("1999-12-31")
td2 <- timeDate("2000-12-31")
seq(td1, td2, by = "6 months")

HTH
Yohan