R/zoo：处理非唯一索引条目但不丢失数据？
我有一个数据点的 csv 文件（例如金融报价、实验记录等），并且我的数据具有重复的时间戳。下面是演示该问题的代码：
library(zoo);library(xts)
csv="2011-11-01,50
2011-11-02,49
2011-11-02,48
2011-11-03,47
2011-11-03,46
2011-11-03,45
2011-11-04,44
2011-11-04,43
2011-11-04,42
2011-11-04,41
"
z1=read.zoo(textConnection(csv),sep=',')
w1=to.weekly(z1)
ep=endpoints(z1,"weeks",1)
w1$Volume=period.apply(z1,ep,length)
z2=read.zoo(textConnection(csv),sep=',',aggregate=T)
w2=to.weekly(z2)
ep=endpoints(z2,"weeks",1)
w2$Volume=period.apply(z2,ep,length)
vignette('zoo-faq')，条目 1，告诉我aggregate=T 摆脱了动物园烦人的警告消息。但随后结果发生了变化：
> w1
z1.Open z1.High z1.Low z1.Close Volume
2011-11-04 50 50 41 41 10
> w2
z2.Open z2.High z2.Low z2.Close Volume
2011-11-04 50 50 42.5 42.5 4
是否有另一种方法可以消除警告消息，但仍然得到与 w1 相同的结果？ （是的，我知道suppressWarnings()，这是我之前使用的，但我讨厌这个想法。） （我想知道是否将自定义聚合函数传递给 read.zoo，该函数将返回每天的 OHLCV 数据......但甚至无法确定这是否可能。）
I've a csv file of data points (e.g. financial ticks, experiment recordings, etc.), and my data has duplicate timestamps. Here is code demonstrating the problem:
library(zoo);library(xts)
csv="2011-11-01,50
2011-11-02,49
2011-11-02,48
2011-11-03,47
2011-11-03,46
2011-11-03,45
2011-11-04,44
2011-11-04,43
2011-11-04,42
2011-11-04,41
"
z1=read.zoo(textConnection(csv),sep=',')
w1=to.weekly(z1)
ep=endpoints(z1,"weeks",1)
w1$Volume=period.apply(z1,ep,length)
z2=read.zoo(textConnection(csv),sep=',',aggregate=T)
w2=to.weekly(z2)
ep=endpoints(z2,"weeks",1)
w2$Volume=period.apply(z2,ep,length)
vignette('zoo-faq'), entry 1, tells me aggregate=T gets rid of zoo's annoying warning message. But then the results change:
> w1
z1.Open z1.High z1.Low z1.Close Volume
2011-11-04 50 50 41 41 10
> w2
z2.Open z2.High z2.Low z2.Close Volume
2011-11-04 50 50 42.5 42.5 4
Is there another way to get rid of the warning message but still get the same results as w1? (Yes, I know about suppressWarnings(), which is what I was using before, but I hate the idea.)
(I was wondering about passing a custom aggregate function to read.zoo that would return OHLCV data for each day... but couldn't even work out if that was even possible.)
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评论（2）
您需要一个函数来用“epsilon”增量填充时间戳以使它们
不同的。
我还编写了一两个基于 Rcpp 的函数来执行此操作。毕竟，时间通常是 POSIXct，它实际上是一个浮点数（在执行
as.numeric之后），因此只需循环时间戳，并在与前一个相等的情况下继续添加 1.0 的小增量e-7 比 POSIXct 本身可以表示的要小。每次实际休息时都会重置累积增量。编辑：尝试 xts 包中的
make.index.unique()和make.time.unique()函数：编辑2： 这是
Date索引对象的另一个示例：第一个解决方案切换到 POSIXct，最终在午夜前 6 小时结束，因为 GMT 减去 6 小时是我的本地时区。第二个示例使用双重转换，然后返回到
Date--- 然后使其变得唯一。You need a function to pad the time stamps with an "epsilon" increment to make them
different.
I have also written one or two Rcpp-based functions to do that. Times are after all most often POSIXct which is really a float (after you do
as.numeric), so just loop over the time stamps, and on equality to the previous one keep adding a small delta of 1.0e-7 which is smaller than what POSIXct itself can represent. Reset the cumulative delta each time you have an actual break.Edit: Try the
make.index.unique()andmake.time.unique()functions in the xts package:Edit 2: Here is another example for
Dateindexed objects:The first solution switches to POSIXct, which ends up at six hours before midnight as GMT minus six hours is my local timezone. The second example uses a dual conversion away, and back to
Date--- which has then been made unique.就像德克建议的一个简单变体一样，这应该可行
Just as a simple variant on Dirk's suggestion, this should work