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:[EMAIL PROTECTED]
Sent: 11 September 2008 20:09
To: Weiyang Lim
Cc: r-help@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 <[EMAIL PROTECTED]> 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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Limited (registered no. 906355), Henderson Fund Management plc (registered no. 
2607112), Henderson Investment Funds Limited (registered no. 2678531), 
Henderson Investment Management Limited (registered no. 1795354) Henderson 
Alternative Investment Advisor Limited (registered no. 962757) and Henderson 
Equity Partners Limited (registered no.2606646) (each incorporated and 
registered in England and Wales with registered office at 4 Broadgate, London 
EC2M 2DA and authorised and regulated by the Financial Services Authority) 
provide investment products and services.  Henderson Secretarial Services 
Limited (incorporated and registered in England and Wales, registered no. 
1471624, registered office 4 Broadgate, London EC2M 2DA) is the name under 
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