[R-SIG-Finance] question about time-stamp comparison?

Brian G. Peterson brian at braverock.com
Fri Jan 20 21:30:49 CET 2012


On Fri, 2012-01-20 at 14:17 -0600, Michael wrote:
> And what if I am not dealing with xts/zoo objects?

If you are using anything other than xts for micorsecond time series
data, you're doing it wrong.  Period.

Put your data.frame into xts, which will order it automagically, and
makes available all the wonders of xts subsetting.

You can't help reading data into a data.frame at least temporarily
(though read.zoo hides this), but you should get out of the wrong format
and into a real time series format as close to instantly as possible.

-- 
Brian



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