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.
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
Details
The returned time-series object will have new time-stamps
so that isOrdered( .index(x) ) evaluates to TRUE.
Value
A modified version of x.
Note
Incoming values must be pre-sorted, and no check is done to
make sure that this is the case. If the index values are
of storage.mode ‘integer’, they will be coerced
to ‘double’ if drop=FALSE.
Author(s)
Jeffrey A. Ryan
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)