[R-SIG-Finance] [R-sig-finance] Time index conversion in zoo/xts

[Gabor Grothendieck]

Without something reproducible I can't say definitively but the usual
problem one sees with DST is that there before and after the switchover
there are times that map to the same time thereby giving you an illegal
object.

If you can use tz = "GMT" then there will be no DST and you should not
run into a problem (if the above is the source).   Another approach
is to aggregate over the times to eliminate one of them.

On Wed, Mar 26, 2008 at 11:43 AM, Yuri Volchik <yuri.volchik at gmail.com> wrote:
>
> Hi to all,
>
> presume question mostly is to Gabor or Jeff:
> when i add milliseconds to time index and create zoo (xts) object using some
> simple code everything works fine (index (zoo,xts) has unique elements), but
> when i added one line to correct for DST changes :
>
> timestamps[format(timestamps,"%H:%M")<'07:00']<-timestamps[format(timestamps,"%H:%M")<'07:00']+3600
>
> suddenly i get a warning about non-unique indices and later i get an error
> when trying to merger xts (zoo) object.
>
> I checked classes before and after this line and those seems to be the same
> "POSIXt"  "POSIXlt".
>
> Thanks
>
>
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