[R-SIG-Finance] Adding milliseconds to zoo object
Yuri Volchik
volchik2000 at list.ru
Wed Dec 26 17:11:53 CET 2007
Thank you for replies Gabor & Brian,
Yes I did read the previous threads concerning similar problem and I saw
Dirk's post:
>> I pad my high-resolution times with an eps=1.0-6 to make them distinct,
if
>> need be
So I presume the question is better formulated as how to pad high-resolution
times with an eps to make them distinct given that we have original index
with non-unique values, but order in the file reflect their relative
position inside this time interval.
2007-12-24 06:14:00 22.00
2007-12-24 06:14:00 22.00
2007-12-24 06:15:00 22.00
2007-12-24 06:15:00 22.00
My current idea is to convert timestamps to factors and run tapply on them,
but probably there is a better solution.
More information about the R-SIG-Finance
mailing list