Leonardo and I are thrilled to announce the first CRAN release of dtts. The dtts package builds on top of both our nanotime package and the well-loved and widely-used data.table package by Matt, Arun, Jan, and numerous collaborators.
In a very rough nutshell, you can think of dtts as combining both these potent ingredients to produce something not-entirely-unlike the venerable xts package by our friends Jeff and Josh—but using highest-precision nanosecond increments rather than not-quite-microseconds or dates.
The package is still somewhat rare and bare: it is mostly “just” alignment operators. But because of the power and genius of data.table not all that much more is needed because data.table gets us fifteen years of highly refined, tuned and tested code for data slicing, dicing, and aggregation. To which we now humbly add nanosecond-resolution indexing and alignment.
The package had been simmering for some time, and does of course take advantage of (a lot of) earlier work by Leonardo on his ztsdb project. We look forward to user feedback and suggestions at the GitHub repo.
If you like this or other open-source work I do, you can now sponsor me at GitHub.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. Please report excessive re-aggregation in third-party for-profit settings.