nanotime: Nanosecond Time Resolution for R
Motivation
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 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) chrono type.
In addition to the point-in-time type nanotime, this
package also provides an interval type nanoival which may
have open or closed start/end, a period type nanoperiod
that is a human representation of time, such as day, month, etc., and a
duration type nanoduration. These types are similar to what
the lubridate
package proposes.
Set and arithmetic operations on these types are available. All
functionality is designed to correctly handle instances across different
time zones. Because these temporal types are based on R built-in types,
most functions have an efficient implementation and the types are
suitable for use in data.frame and data.table.
nanotime is also a better choice than the native
POSIXct in most of the cases where fractional seconds are
needed because it avoids floating point issues.
Documentation
Package documentation, help pages, a vignette, and more are available here.
Demo
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
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> 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
The package is by now fairly mature, has been rewritten once (to go from S3 to S4) and has recently received a sizeable feature extension. There may still be changes, though there should generally never be breaking ones. The package also has an extensive test suite, and very good code coverage.
See the issue tickets for an up to date list of potentially desirable, possibly planned, or at least discussed items.
Installation
The package is on CRAN and can be installed via a standard
install.packages("nanotime")whereas in order to install development versions a
remotes::install_github("eddelbuettel/nanotime") # dev versionshould suffice.
Authors
Dirk Eddelbuettel and Leonardo Silvestri
License
GPL (>= 2)