is.index.unique | R Documentation |
A generic function to force sorted time vectors to be unique. Useful for
high-frequency time-series where original time-stamps may have identical
values. For the case of xts objects, the default eps
is set to ten
microseconds. In practice this advances each subsequent identical time by
eps
over the previous (possibly also advanced) value.
is.index.unique(x)
is.time.unique(x)
make.index.unique(x, eps = 1e-06, drop = FALSE, fromLast = FALSE, ...)
make.time.unique(x, eps = 1e-06, drop = FALSE, fromLast = FALSE, ...)
x |
An xts object, or POSIXct vector. |
eps |
A value to add to force uniqueness. |
drop |
Should duplicates be dropped instead of adjusted by |
fromLast |
When |
... |
Unused. |
The returned time-series object will have new time-stamps so that
isOrdered(.index(x))
evaluates to TRUE
.
A modified version of x
with unique timestamps.
Incoming values must be pre-sorted, and no check is done to make sure
that this is the case. ‘integer’ index value will be coerced to
‘double’ when drop = FALSE
.
Jeffrey A. Ryan
align.time()
ds <- options(digits.secs=6) # so we can see the change
x <- xts(1:10, as.POSIXct("2011-01-21") + c(1,1,1,2:8)/1e3)
x
make.index.unique(x)
options(ds)
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