| 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 µs (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
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