Nanosecond Time Resolution for R
R has excellent tools for dates and times. The
POSIXct classes (as well as the ‘wide’ representation in
POSIXlt) are versatile, and a lot of useful tooling has been built around them.
POSIXct is implemented as a
double with fractional seconds since the epoch. Given the 53 bits accuracy, it leaves just a bit less than microsecond resolution. Which is good enough for most things.
But more and more performance measurements, latency statistics, … are now measured more finely, and we need nanosecond resolution. For which commonly an
integer64 is used to represent nanoseconds since the epoch.
And while R does not have a native type for this, the bit64 package by Jens Oehlschlägel offers a performant one implemented as a lightweight S3 class. So this package uses this
integer64 class, along with two helper functions for parsing and formatting, respectively, at nano-second resolution from the RcppCCTZ package which wraps the CCTZ library from Google. CCTZ is a modern C++11 library extending the (C++11-native)
See the included demo script nanosecondDelayExample.R for a (completely simulated and hence made-up) study of network latency measured in nanoseconds resulting in the figure below
R> x <- nanotime("1970-01-01T00:00:00.000000001+00:00") R> print(x) integer64  1 R> format(x)  "1970-01-01T00:00:00.000000001+00:00" R> x <- x + 1 R> print(x) integer64  2 R> format(x)  "1970-01-01T00:00:00.000000002+00:00" R>
R> options("width"=60) R> v <- nanotime(Sys.time()) + 1:5 R> v integer64  1481505724483583001 1481505724483583002  1481505724483583003 1481505724483583004  1481505724483583005 R> format(v)  "2016-12-12T01:22:04.483583001+00:00"  "2016-12-12T01:22:04.483583002+00:00"  "2016-12-12T01:22:04.483583003+00:00"  "2016-12-12T01:22:04.483583004+00:00"  "2016-12-12T01:22:04.483583005+00:00" R>
R> z <- zoo(cbind(A=1:5, B=5:1), v) R> options("nanotimeFormat"="%H:%M:%E*S") ## override default R> z A B 01:47:55.812513001 1 5 01:47:55.812513002 2 4 01:47:55.812513003 3 3 01:47:55.812513004 4 2 01:47:55.812513005 5 1 R>
R> library(data.table) R> library(bit64) # register some print methods for integer64 R> dt <- data.table(cbind(A=1:5, B=5:1), v) R> fwrite(dt, file="datatableTest.csv") # write out R> dtcheck <- fread("datatableTest.csv") # read back, need to re-set class R> dtcheck[, v:=nanotime(v)] # need to re-class as nanotime
This requires version 0.0.2 or later.
R> df <- data.frame(cbind(A=1:5, B=5:1), v=v)
The bit64 package (by Jens Oehlschlägel) supplies the
integer64 type used to store the nanosecond resolution time as (positive or negative) offsets to the epoch of January 1, 1970. The RcppCCTZ package supplies the formatting and parsing routines based on the (modern C++) library CCTZ from Google.
The package is in the very early stages. Expect changes, maybe even breaking ones. But the package has some tests, and code coverage.
See the issue tickets for an up to date list of potentially desirable, possibly planned, or at least discussed items.
The package is on CRAN and can be installed via a standard
whereas in order to install development versions a
remotes::install_github("eddelbuettel/nanotime") # dev version
Dirk Eddelbuettel and Leonardo Silvestri
GPL (>= 2)