On 24 March 2011 at 13:13, Madaliso Mulaisho wrote:
| I am wondering if there is a good way to work with data that is indexed in
| time, via timestamps with a resolution in milliseconds. As I understand it,
| the POSIX classes have a resolution i n terms of seconds, and will not
| process fractional seconds from a string. Is this correct. I realize that
| this may be a little unclear. Here is what I am trying to do:
|
|
|
| A data frame with a time series and a price series, there the time series is
| of the form:
|
| "2009-09-30 10:00:00.543"
|
|
|
| I ultimately like to create an xts object out of this data frame, or some
| other object where I can easily work with times (find out how much time has
| elapsed, between entries, etc).
|
|
|
| Using, for example, the code:
|
| as.POSIXct("2009-09-30 10:00:00.543", "%Y-%m-%d %H:%M:%S", tz="UTC")
|
| I find this returned:
|
| "2009-09-30 10:00:00 UTC"
|
|
|
| >From various experiments similar to the above, and from the forums, it first
| seemed like POSIX could not process millisecond time stamps. However, when
| I call:
|
| Sys.time()
|
| I get a POSIX object that has millisecond timestamps:
|
| "2011-03-24 13:11:52.79 EDT"
|
|
|
|
|
| This has made me confused. Does anyone know a way to go from a string
| containing time data to a POSIX object with millisecond timestamps?
It all already works. You are simply being tricked by the common issue that
_printed_ representation is not the same as _actual_ representation.
See this:
R> now <- Sys.time()
R> now
[1] "2011-03-24 15:21:25 CDT"
R> options(digits.secs=6) ## switch to subsecond display
R> now
[1] "2011-03-24 15:21:25.347843 CDT" ## et voila, milliseconds revealed
R>
On Windows you get milliseconds, on operating systems with an X you get
microseconds. All of this is stored as _fractional_ seconds since the epoch
very neatly generalising the POSIX concept of integer seconds since the epoch.
Dirk
|
|
| Thanks
|
| Madaliso
|
|
| [[alternative HTML version deleted]]
|
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--
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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