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