Re: [R] Identifying US holidays

2011-08-02 Thread R. Michael Weylandt michael.weyla...@gmail.com
Now that I'm back at my computer, I'll actually suggest you do something else entirely. If you look at the code of holidayNYSE() or by calling listHolidays() of the timeDate package you'll see that there are many many functions that get every conceivable holiday directly. I'll let you pick the

Re: [R] Identifying US holidays

2011-08-02 Thread Dimitri Liakhovitski
Thanks a lot, Michael - that's exactly what I was looking for! Dimitri On Tue, Aug 2, 2011 at 9:48 AM, R. Michael Weylandt michael.weyla...@gmail.com michael.weyla...@gmail.com wrote: Now that I'm back at my computer, I'll actually suggest you do something else entirely. If you look at the

[R] Identifying US holidays

2011-08-01 Thread Dimitri Liakhovitski
Hello! I am trying to identify which ones of a vector of dates are US holidays. And, ideally, which is which. And I do not know (a-priori) which dates those should be. I have, for example: x-seq(as.Date(2011-01-01),as.Date(2011-12-31),by=day) (x) I think chron should help me here - but maybe I

Re: [R] Identifying US holidays

2011-08-01 Thread Dimitri Liakhovitski
Just to clarify - I realize that major is subjective here. Maybe I should say most common. But maybe there is a way for me to select from a list of all NYSE holidays and flag only some of them? Just not sure how to do it... Thanks! Dimitri On Mon, Aug 1, 2011 at 3:45 PM, Dimitri Liakhovitski

Re: [R] Identifying US holidays

2011-08-01 Thread R. Michael Weylandt michael.weyla...@gmail.com
Don't know if this is sufficiently slick for this list (which never fails to impress me with quick and elegant solutions) but I would point out to you that GF is the only NYSE holiday falling in March or April so it shouldn't be hard to discard it if desired. Michael Weylandt On Aug 1, 2011,

Re: [R] Identifying US holidays

2011-08-01 Thread Dimitri Liakhovitski
To be specific, I only need to get rid of 2 NYSE holidays: Washington's Birthday and Good Friday. Is there a way to reduce the vector of NYSE holidays in timeDate by throwing out those two? Thank you! Dimitri On Mon, Aug 1, 2011 at 4:24 PM, R. Michael Weylandt michael.weyla...@gmail.com