On 13 April 2010 at 18:49, Jeszenszky Péter wrote: | Hello, | | How to handle time series data if the sampling period is a fraction of | a second? Classes such as POSIXct, chron and timeDate stores only integer | second values. Although class POSIXlt suports fractions of a second, | neither package zoo nor package xts handle POSIXlt date/time objects.
Of course they do and they use POSIXct which was extended to cover fractional seconds to microsecond precisions. Set options("digits.secs"=6) and see for yourself: R> now <- Sys.time() R> now + 1:5*0.100 # 100 msec incre [1] "2010-04-13 12:12:42.950103 CDT" "2010-04-13 12:12:43.050103 CDT" [3] "2010-04-13 12:12:43.150103 CDT" "2010-04-13 12:12:43.250103 CDT" [5] "2010-04-13 12:12:43.350103 CDT" R> Dirk -- Registration is open for the 2nd International conference R / Finance 2010 See http://www.RinFinance.com for details, and see you in Chicago in April! ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.