R has excellent tools for dates and times. The Date and POSIXct classes (as well as the ‘wide’ representation in POSIXlt) are versatile, and a lot of useful tooling has been built around them.

However, 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 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) chrono type.

Examples

Simple Parsing and Arithmetic

R> x <- nanotime("1970-01-01T00:00:00.000000001+00:00")
R> print(x)
integer64
[1] 1
R> format(x)
[1] "1970-01-01T00:00:00.000000001+00:00"
R> cat("x+1 is: ")
x+1 is: R> x <- x + 1
R> print(x)
integer64
[1] 2
R> format(x)
[1] "1970-01-01T00:00:00.000000002+00:00"
R>

Vectorised

R> options("width"=60)
R> v <- nanotime(Sys.time()) + 1:5
R> v
integer64
[1] 1481505724483583001 1481505724483583002
[3] 1481505724483583003 1481505724483583004
[5] 1481505724483583005
R> format(v)
[1] "2016-12-12T01:22:04.483583001+00:00"
[2] "2016-12-12T01:22:04.483583002+00:00"
[3] "2016-12-12T01:22:04.483583003+00:00"
[4] "2016-12-12T01:22:04.483583004+00:00"
[5] "2016-12-12T01:22:04.483583005+00:00"
R> 

Use with zoo

R> z <- zoo(cbind(A=1:5, B=5:1), v)
R> options("nanotimeFormat"="%d %b %H:%M:%E*S")  ## override default
R> z
                          A B
12 Dec 01:47:55.812513001 1 5
12 Dec 01:47:55.812513002 2 4
12 Dec 01:47:55.812513003 3 3
12 Dec 01:47:55.812513004 4 2
12 Dec 01:47:55.812513005 5 1
R> 

Technical Details

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.

Status

Version 0.0.1 has now been released. It works with some other packages, notably zoo and data.table.

It (at least currently) requires RcppCCTZ to parse and format nanosecond resolution time objects from / to text — and this package is on Linux and OS X only due to its use of system time zoneinfo. The requirement could be relaxed in the future by rewriting formating and parsing code. Contributions are welcome.

Installation

The package is not yet on CRAN. Until it gets there, or to install the development versions, it can also be installed via a standard

install.packages("RcppCCTZ")   # need 0.1.0 or later
remotes::install_github("eddelbuettel/nanotime")  

If you prefer install.packages() (as I do), use the version from the ghrr drat:

install.packages("drat")       # easier repo access + creation
drat:::add("ghrr")             # make it known
install.packages("nanotime")   # install it

If and when it gets to CRAN you will be able to do

install.packages("nanotime")

Contact

For questions or comments use the issue tracker off the GitHub repo.

This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.