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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dateutils.pdf |dateutils.html✨
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:

Conda:

data-processingeconometricstime-seriesopenblascpp

5.34 score 4 stars 55 scripts 285 downloads 63 exports 5 dependencies

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

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Exports:add_forecast_datesagg_to_freqagg_to_freq_wideall_finiteallNAany_finitecan_seasonalcol_to_listcomp_formcount_obsdayDiffend_of_periodend_of_yearextract_basic_characterextract_characterextract_numericfill_forwardfirst_of_monthfirst_of_quarterfirst_previous_quarterget_data_frqget_from_listindex_by_fridayis_inlast_in_monthlast_in_quarterlast_in_weeklast_in_yearlast_obslimit_characterlong_run_varmatch_indexmatch_ts_datesmean_namonth_daysmonth_to_datenumber_finitenumdumpct_chngpct_responseprocessprocess_MFprocess_widerollmaxrollmeanrollminrow_to_listrun_sasd_naseas_df_longseas_df_widespline_fillspline_fill_trendstack_obssum_nato_tstotal_responsetry_detrendtry_rm_outliertry_satry_trendts_to_df

Dependencies:data.tableRcppRcppArmadilloseasonalx13binary

Introduction to dateutils

Seth Leonard,

Rendered fromintro.Rmdusingknitr::rmarkdownon Apr 06 2026.

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

Readme and manuals

Help Manual

Help pageTopics
Add NA values to the tail of a wide data.tableadd_forecast_dates
Aggregate long format data.tableagg_to_freq
Aggregate data.table and return wide formatagg_to_freq_wide
Rows with only finite valuesall_finite
Are all elements `NA`?allNA
Rows with finite valuesany_finite
Can data be seasonally adjusted?can_seasonal
Convert columns to listcol_to_list
Companion Formcomp_form
Count observationscount_obs
Return the day of a Date valueday
Difference dataDiff
End of period dateend_of_period
End of Yearend_of_year
Extract charactersextract_basic_character
Extract character valuesextract_character
Extract numeric valuesextract_numeric
Fill Forwardfill_forward
First of monthfirst_of_month
First of Quarterfirst_of_quarter
First of previous quarter datefirst_previous_quarter
Sample mixed frequency data from FREDfred
Library of metadata for mixed frequency dataset `fred`fredlib
Get frequency of data based on missing observationsget_data_frq
Get from listget_from_list
Find the Friday in a given weekindex_by_friday
Find element of this_in thatis_in
Last date in the monthlast_in_month
Last date in the weeklast_in_quarter
Last date in the weeklast_in_week
Last date in the yearlast_in_year
Last observationlast_obs
Limit Characterslimit_character
Long Run Variance of a VARlong_run_var
Match index valuesmatch_index
Match dates between two timeseriesmatch_ts_dates
Return the meanmean_na
Number of days in a given monthmonth_days
Number of finite values in a columnnumber_finite
Dummies for Numeric Datanumdum
Percent changepct_chng
Percent of responses at a given frequencypct_response
Process Dataprocess
Process mixed frequencyprocess_MF
Process Wide Format Dataprocess_wide
Rolling Maxrollmax
Rolling meanrollmean
Rolling Minrollmin
Convert rows to listrow_to_list
Seasonally adjust data using seas()run_sa
Return the standard deviationsd_na
Seasonally adjust long format data using seas()seas_df_long
Seasonally adjust wide format data using seas()seas_df_wide
Spline fill missing observationsspline_fill
Spline fill missing observationsspline_fill_trend
Stack time series observations in VAR formatstack_obs
Return the sumsum_na
Tabular data to ts() formatto_ts
Number of of responses at a given frequencytotal_response
Remove low frequency trends from datatry_detrend
Seasonally adjust data using seas()try_sa
Estimate low frequnecy trendstry_trend
ts() data to a dataframets_to_df