Dates Test

dates <- data.frame(seq(as.Date('2005-01-01'), as.Date('2018-04-21'), by=1))
setnames(dates, old = ('seq.as.Date..2005.01.01....as.Date..2018.04.21....by...1.'),
         new = 'DATE')
str(dates)

'data.frame':   4859 obs. of  1 variable:
 $ DATE: Date, format: "2005-01-01" "2005-01-02" "2005-01-03" ...

dates$WEEKDAY <- weekdays(dates$DATE, abbreviate = FALSE)
dates <- dates[dates$WEEKDAY %in% c("Monday", "Tuesday", "Wednesday", "Thursday", "Friday"), ]
dates