xts (version 0.13.0)

make.index.unique: Force Time Values To Be Unique

Description

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.

Usage

make.index.unique(x, eps = 1e-06, drop=FALSE, fromLast=FALSE, ...)
make.time.unique(x, eps = 1e-06, drop=FALSE, fromLast=FALSE, ...)

Value

A modified version of x.

Arguments

x

An xts object, or POSIXct vector.

eps

value to add to force uniqueness.

drop

drop duplicates instead of adjusting by eps

fromLast

if drop=TRUE, fromLast controls which duplicated times are dropped. If fromLast=FALSE, the earliest observation with an identical timestamp is kept with subsequent observations dropped.

...

unused

Author

Jeffrey A. Ryan

Details

The returned time-series object will have new time-stamps so that isOrdered( .index(x) ) evaluates to TRUE.

See Also

align.time

Examples

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)