[R-SIG-Finance] Milliseconds to proper date/time class

[Gabor Grothendieck]

Try this:

library(zoo)
z <- zoo(1:10, 1001:1010)

Now <- Sys.time()
Epoch <- Now - as.numeric(Now)
zct <- aggregate(z, time(z) + Epoch, force)

# If you like you can convert it to chron
# from there; however, its possible that chron
# does not support as high a resolution
# so collapse equal valued times just in case
# Below we take the last one but you could take
# the mean or other value if you prefer or you could
# use force in place of tail, 1 and if that works then
# your times are far enough apart or your machine
# has enough resolution to represent them distinctly
# in chron.

library(chron)
zchron.gmt <- aggregate(zct, as.chron, tail, 1)
zhcron.local <- aggregate(zct, function(x) as.chron(x, tz = ""), tail, 1)

Suggest you read RNews 4/1 and see ?aggregate.zoo
Also read the three zoo vignettes.


On Feb 8, 2008 5:49 AM,  <guiseppe.milicia at hsbcib.com> wrote:
> Guys,
>
> I'm importing high frequency time series data into R. I'm using the zoo
> timeseries class which works quite well.
>
> At the moment the times of my series are specified as milliseconds since
> epoch. The issue is that the X axis in plots is not all that useful, the
> same goes for things like window, etc.
>
> I was wondering what would be the reccomended way to convert from that
> representation to a proper date/time representation that works with zoo,
> e.g. Posixct?
>
> I would imagine this to be a rather common  problem, but my searches have
> been unfruitful...
>
> Cheers,
>
> -- Giuseppe
>
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