Dear R-Help-List,
I have to process time series with a sampling frequency of 1 MHz.
I use the POSIXct format for the date-times with microsecond in a zoo
object and the xyplot.zoo function to do the graphs.
As I show in the below example I had a trouble to plot the labels on the
x-axis with an error message. I found a solution but I would like to
know if I miss something.
The link
https://stackoverflow.com/questions/7726034/how-r-formats-posixct-with-fractional-seconds
helped me to understand how to print the POSIXct value to see the
microseconds thanks to the function myformat.POSIXct:
myformat.POSIXct <- function(x, digits=6)
{
x2 <- round(unclass(x), digits)
attributes(x2) <- attributes(x)
x <- as.POSIXlt(x2,origin="1970-01-01",tz="GMT")
x$sec <- round(x$sec, digits)
format.POSIXlt(x, paste("%Y-%m-%d %H:%M:%OS",digits,sep=""),tz="GMT")
}
## The example giving the error message:
library(lattice)
library(zoo)
##
options(digits = 16) # to see all the digits on the screen
options(digits.secs = 6) # to see the microseconds
# mock data
# a sine with a frequency f0 and two others with a delay
Fs <- 1e+6 # sampling frequency 1 MHz
Ts <- 1/Fs
# frequency of the sinus
f0 <- 100000
t0 <- 1/f0
time <- seq(0, length = 1000, by = Ts)
A1 <- 1
y1 <- A1 * sin(2*pi*f0*time)
y2 <- 2 * A1 * sin(2*pi*f0*(time+0.000002))
y3 <- 3 * A1 * sin(2*pi*f0*(time+0.000005))
## creation of a dataframe:
##
DF <- data.frame( time = time, y1 = y1, y2 = y2, y3 = y3)
# Since I want to allow for the datetime POSIXct format on the x-axis
# for the plot I transform my dataframe in a zoo object
#
# say that my acquisition began at "2021-02-08 09:15:50.000000"
#
mystart <- as.POSIXct("2021-02-08 09:15:50.000000", format = "%Y-%m-%d
%H:%M:%OS",tz="GMT")
mystart
# To see the correct datetime I use the myformat.POSIXct function
myformat.POSIXct(mystart)
##
## using the method seq.POSIXct as following doesn't work:
## mydatetime <- seq( mystart , length = nrow(DF), by = "0.000001 sec")
## head( myformat.POSIXct(mydatetime) )
## if I use the following command it works:
mydatetime <- seq( mystart , length = nrow(DF), by = 0.000001)
head( myformat.POSIXct(mydatetime) )
## I do the zoo object:
DF.z <- zoo(DF[,-1],order.by = mydatetime)
## We don't see the correct value for the index:
head(DF.z)
# time y1 y2 y3
# 2021-02-08 09:15:50.000000 0e+00 0.000000000000000e+00
1.902113032590307e+00 3.673819061467132e-16
# 2021-02-08 09:15:50.000000 1e-06 5.877852522924730e-01
1.902113032590307e+00 -1.763355756877419e+00
# 2021-02-08 09:15:50.000001 2e-06 9.510565162951535e-01
1.175570504584947e+00 -2.853169548885460e+00
# 2021-02-08 09:15:50.000003 3e-06 9.510565162951536e-01
1.133099690464601e-15 -2.853169548885460e+00
# 2021-02-08 09:15:50.000004 4e-06 5.877852522924736e-01
-1.175570504584946e+00 -1.763355756877420e+00
# 2021-02-08 09:15:50.000005 5e-06 5.665498452323003e-16
-1.902113032590306e+00 -3.399299071393802e-15
# If I use myformat.POSIXct I see that the index is correct in the
object DF:
head(myformat.POSIXct(index(DF.z)))
## and when I plot I have an error:
xyplot( DF.z
, screens = c(1,1,1)
, type = "l"
, col = c("red","blue","black")
)
# Error in prettyDate_TMP(x, ...) : range too small for min.n
# if I process by hand the plot of the labels on the x-axis it works:
#
myend <- tail(mydatetime,1)
myticks <- seq( mystart , to = myend , length = 5)
mylabels <- format(myticks,"%H:%M:%OS")
xyplot( DF.z
, screens = c(1,1,1)
, type = "l"
, col = c("red","blue","black")
, scales = list(
y= list(relation = "free", abbreviate=TRUE),
x = list( at = myticks, labels = mylabels
, rot = 45, cex = 0.5)
)
)
# The microseconds are well taken into account with the window function
# if I want to plot only 100 microseconds but there is of course the same
# trouble for the plot
myend <- as.POSIXct("2021-02-08 09:15:50.000100", format = "%Y-%m-%d
%H:%M:%OS",tz="GMT")
myformat.POSIXct(myend)
DF.w <- window( DF.z ,start = mystart, end = myend)
myticks <- seq( mystart , to = myend , length = 5)
mylabels <- format(myticks,"%H:%M:%OS")
xyplot( DF.w
, screens = c(1,1,1)
, type = "l"
, col = c("red","blue","black")
)
## Error in prettyDate_TMP(x, ...) : range too small for min.n
xyplot( DF.w
, screens = c(1,1,1)
, type = "l"
, col = c("red","blue","black")
, scales = list(
y= list(relation = "free", abbreviate=TRUE),
x = list( at = myticks, labels = mylabels
, rot = 45, cex = 0.5)
)
)
May you please tell me if I miss something in the way to use POSIXct
with microseconds in a zoo object ?
Thank you
Laurent
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