Keep track of dates in terms of fractional calendar months per Damien Laker "Time Calculations for Annualizing Returns: the Need for Standardization", The Journal of Performance Measurement, 2008. Model dates as of close of business. Perform date arithmetic in units of "months" and "years". Allow "infinite" dates to model "ultimate" time.
| Version: | 1.0 |
| Depends: | utils, methods, R (≥ 3.0.0) |
| Suggests: | zoo |
| Published: | 2024-02-06 |
| DOI: | 10.32614/CRAN.package.mondate |
| Author: | Dan Murphy |
| Maintainer: | Dan Murphy <chiefmurphy at gmail.com> |
| License: | MPL-2.0 | file LICENSE |
| URL: | https://www.R-project.org, https://github.com/chiefmurph/mondate |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | mondate results |
| Reference manual: | mondate.pdf |
| Package source: | mondate_1.0.tar.gz |
| Windows binaries: | r-devel: mondate_1.0.zip, r-release: mondate_1.0.zip, r-oldrel: mondate_1.0.zip |
| macOS binaries: | r-release (arm64): mondate_1.0.tgz, r-oldrel (arm64): mondate_1.0.tgz, r-release (x86_64): mondate_1.0.tgz, r-oldrel (x86_64): mondate_1.0.tgz |
| Old sources: | mondate archive |
| Reverse suggests: | raw, zoo |
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