dates<-seq(as.Date("1991/1/4"),as.Date("2010/3/1"),"days") # install.packages('timeDate') require(timeDate) # A ’timeDate’ Sequence tS <- timeSequence(as.Date("1991/1/4"), as.Date("2010/3/1")) tS # Subset weekdays tW <- tS[isWeekday(tS)]; tW dayOfWeek(tW) X <- seq( as.Date("1991/1/4", format="%Y/%m/%d"), as.Date("2010/3/1", format="%Y/%m/%d"),"days") weekdays.X <- X[ ! weekdays(X) %in% c("Saturday", "Sunday") ] # negation easier since only two cases in exclusion # probably do not want to print that vector to screen. str(weekdays.X) > table(weekdays(weekdays.X) ) Friday Monday Thursday Tuesday Wednesday 1000 1000 999 999 999