Closed
Description
make.index.unique() should add a small eps to duplicate index values. This often works, but can fail when there are consecutive observations with the same timestamp, and first observation after the block of duplicate timestamps is less than the cumulative eps.
options(digits.secs = 6)
(x <- .xts(1:5, c(rep(0, 4), 2) / 1e6))
# [,1]
# 1969-12-31 18:00:00.000000 1
# 1969-12-31 18:00:00.000000 2
# 1969-12-31 18:00:00.000000 3
# 1969-12-31 18:00:00.000000 4
# 1969-12-31 18:00:00.000002 5
(y <- make.index.unique(x))
# [,1]
# 1969-12-31 18:00:00.000000 1
# 1969-12-31 18:00:00.000001 2
# 1969-12-31 18:00:00.000002 3
# 1969-12-31 18:00:00.000003 4
# 1969-12-31 18:00:00.000002 5It would be nice if this could be fixed, but floating point rounding error is likely to be a problem in the cases this may occur. A warning should be raised, at minimum.
Session Info
R version 3.4.3 (2017-11-30)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 17.10
Matrix products: default
BLAS: /usr/lib/x86_64-linux-gnu/blas/libblas.so.3.7.1
LAPACK: /usr/lib/x86_64-linux-gnu/lapack/liblapack.so.3.7.1
locale:
[1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
[3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
[5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
[7] LC_PAPER=en_US.UTF-8 LC_NAME=C
[9] LC_ADDRESS=C LC_TELEPHONE=C
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] xts_0.10-2.1 zoo_1.8-1
loaded via a namespace (and not attached):
[1] compiler_3.4.3 tools_3.4.3 grid_3.4.3 lattice_0.20-35