Package: dateutils 0.1.5

Seth Leonard

dateutils: Date Utils

Utilities for mixed frequency data. In particular, use to aggregate and normalize tabular mixed frequency data, index dates to end of period, and seasonally adjust tabular data.

Authors:Seth Leonard [aut, cre], Jiancong Liu [ctb]

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manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
dateutils/json (API)

# Install 'dateutils' in R:

install.packages('dateutils', repos = c('https://macroeconomicdata.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/macroeconomicdata/dateutils/issues

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3

Datasets:

fred - Sample mixed frequency data from FRED
fredlib - Library of metadata for mixed frequency dataset 'fred'

On CRAN:

data-processing econometrics time-series openblas cpp

5.43 score 4 stars 67 scripts 315 downloads 63 exports 5 dependencies

Last updated from:765d95d93d. Checks:11 WARNING, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	WARNING	182
linux-devel-x86_64	WARNING	150
source / vignettes	OK	240
linux-release-arm64	WARNING	175
linux-release-x86_64	WARNING	185
macos-release-arm64	WARNING	150
macos-release-x86_64	WARNING	210
macos-oldrel-arm64	WARNING	220
macos-oldrel-x86_64	WARNING	360
windows-devel	WARNING	138
windows-release	WARNING	138
windows-oldrel	WARNING	164
wasm-release	OK	127

Exports:add_forecast_dates agg_to_freq agg_to_freq_wide all_finite allNA any_finite can_seasonal col_to_list comp_form count_obs day Diff end_of_period end_of_year extract_basic_character extract_character extract_numeric fill_forward first_of_month first_of_quarter first_previous_quarter get_data_frq get_from_list index_by_friday is_in last_in_month last_in_quarter last_in_week last_in_year last_obs limit_character long_run_var match_index match_ts_dates mean_na month_days month_to_date number_finite numdum pct_chng pct_response process process_MF process_wide rollmax rollmean rollmin row_to_list run_sa sd_na seas_df_long seas_df_wide spline_fill spline_fill_trend stack_obs sum_na to_ts total_response try_detrend try_rm_outlier try_sa try_trend ts_to_df

Dependencies:data.table Rcpp RcppArmadillo seasonal x13binary

Introduction to dateutils

Non-Technical Overview | Getting Started | Seasonal Adjustment | Mixed frequency data | Other Functions

Rendered fromintro.Rmdusingknitr::rmarkdown

Last update: 2021-10-22
Started: 2021-07-21

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Add NA values to the tail of a wide data.table	add_forecast_dates
Aggregate long format data.table	agg_to_freq
Aggregate data.table and return wide format	agg_to_freq_wide
Rows with only finite values	all_finite
Are all elements `NA`?	allNA
Rows with finite values	any_finite
Can data be seasonally adjusted?	can_seasonal
Convert columns to list	col_to_list
Companion Form	comp_form
Count observations	count_obs
Return the day of a Date value	day
Difference data	Diff
End of period date	end_of_period
End of Year	end_of_year
Extract characters	extract_basic_character
Extract character values	extract_character
Extract numeric values	extract_numeric
Fill Forward	fill_forward
First of month	first_of_month
First of Quarter	first_of_quarter
First of previous quarter date	first_previous_quarter
Sample mixed frequency data from FRED	fred
Library of metadata for mixed frequency dataset `fred`	fredlib
Get frequency of data based on missing observations	get_data_frq
Get from list	get_from_list
Find the Friday in a given week	index_by_friday
Find element of this_in that	is_in
Last date in the month	last_in_month
Last date in the week	last_in_quarter
Last date in the week	last_in_week
Last date in the year	last_in_year
Last observation	last_obs
Limit Characters	limit_character
Long Run Variance of a VAR	long_run_var
Match index values	match_index
Match dates between two timeseries	match_ts_dates
Return the mean	mean_na
Number of days in a given month	month_days
Number of finite values in a column	number_finite
Dummies for Numeric Data	numdum
Percent change	pct_chng
Percent of responses at a given frequency	pct_response
Process Data	process
Process mixed frequency	process_MF
Process Wide Format Data	process_wide
Rolling Max	rollmax
Rolling mean	rollmean
Rolling Min	rollmin
Convert rows to list	row_to_list
Seasonally adjust data using seas()	run_sa
Return the standard deviation	sd_na
Seasonally adjust long format data using seas()	seas_df_long
Seasonally adjust wide format data using seas()	seas_df_wide
Spline fill missing observations	spline_fill
Spline fill missing observations	spline_fill_trend
Stack time series observations in VAR format	stack_obs
Return the sum	sum_na
Tabular data to ts() format	to_ts
Number of of responses at a given frequency	total_response
Remove low frequency trends from data	try_detrend
Seasonally adjust data using seas()	try_sa
Estimate low frequnecy trends	try_trend
ts() data to a dataframe	ts_to_df