XTS with unique time stamps?
| make.time.unique(x, eps = 1e-05, ...) >>
On 01/31/2011 10:09 AM, Dirk Eddelbuettel wrote:
Why eps=1e-05? I wrote variants of this in-house and use
incrementTimestamps<- function(times, incr=1.0e-6, ...) {
...
}
On 01/31/2011 10:23 AM, Jeffrey Ryan wrote:
Why not.;-) On the topic of semantics, why 1.0e-6: 1.0 is redundant, given that a negative exponent will assure you a mode of "double".
I recall (hazy, I'm suspect there was beer involved) that we did some testing a year or so ago on multiple different R installations and found that 1e-5 was reliable even on 32 bit architectures, and 1e-6 was (potentially) in the precision wiggle. My recollection could easily be incorrect, and I'm sure that any precision issue like this is highly compiler dependent. As ?s (microsecond, 1e-6) timestamped data becomes increasingly available, this functionality should become less necessary. For now, I'm happy that it's in xts. Cheers, - Brian
Brian G. Peterson http://braverock.com/brian/ Ph: 773-459-4973 IM: bgpbraverock