[R] time serie : question about date time class

jim holtman jholtman at gmail.com
Sat Feb 6 15:43:34 CET 2010


Depending on how you are using POSIXct, you accuracy is limited to the
microsecond level.  It is stored as a floating point number with 54
bit of accuracy (~16 digits) and currently the number of seconds since
1/1/1970 is 10 digits, so with microseconds adding 6 more, you are at
the limit:

> x <- Sys.time()
> x
[1] "2010-02-06 09:34:58 EST"
> unclass(x)
[1] 1265466899
> x
[1] "2010-02-06 09:34:58 EST"
> y <- x+.000001
> x-y
Time difference of -9.536743e-07 secs
> y <- x+.0000001
> x-y
Time difference of 0 secs
> y <- x+.000001  # 1 us
> identical(x,y)
[1] FALSE
> y <- x+.0000001  # 0.1 us
> identical(x,y)
[1] TRUE
>


On Sat, Feb 6, 2010 at 9:41 AM, Laurent Rhelp <LaurentRHelp at free.fr> wrote:
> Gabor Grothendieck a écrit :
>
>> zoo is independent of time and date class so it does not restrict your
>> choice of index class.  POSIXct supports sub-microsecond accuracy.
>> See ?POSIXct .  Simply using the number of microseconds since the
>> start of the experiment is another possibility.
>>
>> On Sat, Feb 6, 2010 at 8:25 AM, Laurent Rhelp <LaurentRHelp at free.fr>
>> wrote:
>>
>>>
>>> Dear R-List,
>>>
>>> I have the habit of using R for my data processing and I like to use the
>>> power of the lattice package. Presently, I have to manage time series.
>>> So,
>>> in order to work properly I want to discover the zoo package and the
>>> related
>>> methods (since lattice can work with zoo class). But my physical
>>> experiment
>>> lasts only one second and my sampling period is equal to 1 microsecond
>>> (the
>>> date time value is given by the IRIG Card for my data acquisition card).
>>> I
>>> read the R-News june 2004 about the date time Classes in R and there is
>>> no
>>> information about allowing for the microseconds. So do you think it is
>>> really a good idea to try to use the R time series framework (zoo package
>>> for example) with my data ? Or would there be a tip ?
>>>
>>> Thank you very much
>>>
>>> Laurent
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>>
>>
>>
>
> Thank you, I will see in details the POSIXct class.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 
Jim Holtman
Cincinnati, OH
+1 513 646 9390

What is the problem that you are trying to solve?



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