Re: [R] microsecond timestamp support

2011-05-01 Thread jim holtman
One thing to watch out for using POSIXct is 1us is about the limit of
accuracy due to floating point (see FAQ 7.31).  Notice that printing
out today's date requires about 15 digits with microsecond
granularity.  Notice in the example that if the time difference
between intervals is 0.1 us, you have exceeded the limit of precision
with POSIXct.

If you need subsecond granularity, then maybe you want to break your
timing up into a variable with 'days' and then another with time
within a day, or create a different base for POSIXct:

> x <- as.POSIXct("2011-05-01 17:55:23.123456")
> x
[1] "2011-05-01 17:55:23 EDT"
> xc <- as.numeric(x)
> print(xc, digits=20)
[1] 1304286923.123456
> xc <- xc + seq(0, by = 0.01, length = 20)
> diff(xc)  # about 1us granularity
 [1] 0.009536743 0.009536743 0.011920929 0.009536743
0.009536743 0.009536743
 [7] 0.009536743 0.011920929 0.009536743 0.009536743
0.009536743 0.009536743
[13] 0.011920929 0.009536743 0.009536743 0.009536743
0.009536743 0.009536743
[19] 0.011920929
> xc <- as.numeric(x)
> xc <- xc + seq(0, by = 0.001, length = 20) # by 0.1 us
> diff(xc)  # notice loss of precision
 [1] 0.0 0.002384186 0.0 0.002384186
0.0 0.002384186
 [7] 0.0 0.0 0.002384186 0.0
0.002384186 0.0
[13] 0.0 0.002384186 0.0 0.002384186
0.0 0.002384186
[19] 0.0
>


On Sun, May 1, 2011 at 2:52 PM, Rainer Stuetz  wrote:
> On Sun, May 1, 2011 at 15:33, Joel Reymont  wrote:
>>
>> Does R have support for microseconds in timestamps, e.g. when reading this in
>>
>> "Time","Include","Kind","Duration"
>> 2011-04-01 14:20:36.368324,Y,U,1.03238296509
>> 2011-04-01 14:20:35.342732,Y,C,0.0252721309662
>> 2011-04-01 14:20:34.337209,Y,R,0.00522899627686
>>
>
> See ?strptime:
>
>  Specific to R is %OSn, which for output gives the seconds to 0 <= n <= 6
>  decimal places (and if %OS is not followed by a digit, it uses the setting of
>  getOption("digits.secs"), or if that is unset, n = 3). Further, for strptime
>  %OS will input seconds including fractional seconds. Note that %S ignores
>  (and not rounds) fractional parts on output.
>
>
> dat <- read.table(textConnection(
> '"Time","Include","Kind","Duration"
> 2011-04-01 14:20:36.368324,Y,U,1.03238296509
> 2011-04-01 14:20:35.342732,Y,C,0.0252721309662
> 2011-04-01 14:20:34.337209,Y,R,0.00522899627686'),
> header=TRUE, sep=",")
>
> R> dat$Time <- as.POSIXct(dat$Time, "%Y-%m-%d %H:%M:%OS6")
> R> dat$Time
> [1] "2011-04-01 14:20:36.368" "2011-04-01 14:20:35.343"
> [3] "2011-04-01 14:20:34.337"
> R> options(digits.secs=6)
> R> dat$Time
> [1] "2011-04-01 14:20:36.368324" "2011-04-01 14:20:35.342732"
> [3] "2011-04-01 14:20:34.337209"
> R> class(dat$Time)
> [1] "POSIXct" "POSIXt"
>
> HTH,
> Rainer
>
> __
> R-help@r-project.org mailing list
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



-- 
Jim Holtman
Data Munger Guru

What is the problem that you are trying to solve?

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Re: [R] microsecond timestamp support

2011-05-01 Thread Rainer Stuetz
On Sun, May 1, 2011 at 15:33, Joel Reymont  wrote:
>
> Does R have support for microseconds in timestamps, e.g. when reading this in
>
> "Time","Include","Kind","Duration"
> 2011-04-01 14:20:36.368324,Y,U,1.03238296509
> 2011-04-01 14:20:35.342732,Y,C,0.0252721309662
> 2011-04-01 14:20:34.337209,Y,R,0.00522899627686
>

See ?strptime:

  Specific to R is %OSn, which for output gives the seconds to 0 <= n <= 6
  decimal places (and if %OS is not followed by a digit, it uses the setting of
  getOption("digits.secs"), or if that is unset, n = 3). Further, for strptime
  %OS will input seconds including fractional seconds. Note that %S ignores
  (and not rounds) fractional parts on output.


dat <- read.table(textConnection(
'"Time","Include","Kind","Duration"
2011-04-01 14:20:36.368324,Y,U,1.03238296509
2011-04-01 14:20:35.342732,Y,C,0.0252721309662
2011-04-01 14:20:34.337209,Y,R,0.00522899627686'),
header=TRUE, sep=",")

R> dat$Time <- as.POSIXct(dat$Time, "%Y-%m-%d %H:%M:%OS6")
R> dat$Time
[1] "2011-04-01 14:20:36.368" "2011-04-01 14:20:35.343"
[3] "2011-04-01 14:20:34.337"
R> options(digits.secs=6)
R> dat$Time
[1] "2011-04-01 14:20:36.368324" "2011-04-01 14:20:35.342732"
[3] "2011-04-01 14:20:34.337209"
R> class(dat$Time)
[1] "POSIXct" "POSIXt"

HTH,
Rainer

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[R] microsecond timestamp support

2011-05-01 Thread Joel Reymont
Does R have support for microseconds in timestamps, e.g. when reading this in

"Time","Include","Kind","Duration"
2011-04-01 14:20:36.368324,Y,U,1.03238296509
2011-04-01 14:20:35.342732,Y,C,0.0252721309662
2011-04-01 14:20:34.337209,Y,R,0.00522899627686

Thanks, Joel

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